Callbacks in Cplex
I used LazyConstraintCallback to implement a Branch and Cut algorithm with CPLEX, but when I implemented and run this algorithm, it was very slow if I compare it with its version that doesn’t use callbacks in Cplex. The reason is because ControlCallback(LazyConstraintCallback is a ControlCallback) switch Cplex to sequential mode by default and turn off dynamic search. I wrote this post, because I didn’t find this information in Cplex’s documentation, I only found it in this technical forum.