Callback information about parent in B&B tree

[odow]

You should be aware that the upcoming release of JuMP will not support solver independent callbacks. See

Cutting plane algorithm performance varies with Gurobi and CPLEX

Callbacks are tied in very deeply to how a MIP solver works, and they’re just not the same across solvers. (This took some experience to discover.) In JuMP 0.19 we will no longer be providing solver-independent callbacks for this reason; they create a false expectation that you can abstract away the solver when you implement the callbacks. The replacement will be solver-specific callbacks that expose the same interface as the low-level API.

However, at present you can get the CPLEX model from a JuMP model as follows

m = Model(solver=CplexSolver())
# ... some stuff like @variable and @constraint...
JuMP.build(m)
cpx_mpb = JuMP.internalmodel(m)
# cpx_mpb is a CplexMathProgModel, see
# https://github.com/JuliaOpt/CPLEX.jl/blob/ad35be73747ba144fc67a685d4f0caee780a8c1d/src/CplexSolverInterface.jl#L3
cpx = cpx_mpb.inner 
# cpx is a CPLEX Model, see
# https://github.com/JuliaOpt/CPLEX.jl/blob/ad35be73747ba144fc67a685d4f0caee780a8c1d/src/cpx_model.jl#L1

You can then use the (wrapped) CPLEX C API to add branch callbacks etc.