I am trying to solve an MIQCP, for which a fractional solution at a MIP node can be converted to an integer feasible solution rather easily using a heuristic. Does Gurobi support custom heuristics for QCP/MIQCP? And, in such a case, what should be the "where" and "what" in the callback code ( Link: https://www.gurobi.com/documentation/9.0/refman/cb_codes.html ). Any tips will be much appreciated.
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