Print incumbent solutions

[lcpz]

Hi Johnathan, thank you for this repo.

I would like to print each feasible solution found by CPLEX, until the optimal one. Generally, it can be done by implementing the incumbent callback, as demonstrated by the examples mipex4.c and ilomipex4.cpp that comes with CPLEX.

How can I do it in rplex?

[emallson]

you will need to implement support for the CPXcallbacksetfunc method (https://www.ibm.com/docs/en/icos/20.1.0?topic=callbacks-cpxxcallbacksetfunc-cpxcallbacksetfunc). I no longer have access to a copy of CPLEX so I can't implement this (though I might be able to get a new copy for library development. Will need to check).

make sure you check #3 for an important caveat about the macros used in this library.