This article presents a general guide to converting from solve statements to using GMP, and how to adapt the existing callbacks and their activation.
As an experienced model builder, you may want to convert from solving using the solve statement to using GMP functionality (with prefix gmp::). Using GMP offers several benefits, such as:
- Speed up Monte Carlo analysis
- Work with multiple solutions
- Use multi-objective, both weighted and lexicographic
- Solve in parallel
However, when callbacks are used on the mathematical program, the callback procedures need to be modified and activated differently when using GMP.