Chris,

> In general case we need to implement the following procedure.

JFYI: In IBM CPLEX there exists a similar api routine named
CPXstrongbranch; please see
http://www.ibm.com/support/knowledgecenter/en/SS9UKU_12.5.0/com.ibm.cplex.zos.help/refcallablelibrary/html/functions/CPXstrongbranch.html


Andrew Makhorin


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