ILOG CPLEX will evaluate two user-defined callback functions, one during the solution of continuous problems and one during the solution of discrete problems. ILOG CPLEX calls the continuous callback once per iteration during the solution of an LP, QP, or QCP problem and periodically during the presolve. ILOG CPLEX calls the discrete callback periodically during the probing phase of MIP preprocessing, periodically during cut generation, and periodically in the branch & cut process.

Every user-defined callback must have these arguments:

The arguments wherefrom and cbdata should be used only in calls to CPXgetcallbackinfo.