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Callbacks

MathOptInterface.AbstractCallback — Type
abstract type AbstractCallback <: AbstractModelAttribute end

Abstract type for a model attribute representing a callback function. The value set to subtypes of AbstractCallback is a function that may be called during optimize!. As optimize! is in progress, the result attributes (that is, the attributes attr such that is_set_by_optimize(attr)) may not be accessible from the callback, hence trying to get result attributes might throw a OptimizeInProgress error.

At most one callback of each type can be registered. If an optimizer already has a function for a callback type, and the user registers a new function, then the old one is replaced.

The value of the attribute should be a function taking only one argument, commonly called callback_data, that can be used for instance in LazyConstraintCallback, HeuristicCallback and UserCutCallback.

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MathOptInterface.submit — Function
submit(
    optimizer::AbstractOptimizer,
    sub::AbstractSubmittable,
    values...,
)::Nothing

Submit values to the submittable sub of the optimizer optimizer.

An UnsupportedSubmittable error is thrown if model does not support the attribute attr (see supports) and a SubmitNotAllowed error is thrown if it supports the submittable sub but it cannot be submitted.

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Attributes

Lazy constraints

MathOptInterface.LazyConstraintCallback — Type
LazyConstraintCallback() <: AbstractCallback

The callback can be used to reduce the feasible set given the current primal solution by submitting a LazyConstraint. For instance, it may be called at an incumbent of a mixed-integer problem. Note that there is no guarantee that the callback is called at every feasible primal solution.

The current primal solution is accessed through CallbackVariablePrimal. Trying to access other result attributes will throw OptimizeInProgress as discussed in AbstractCallback.

Example

x = MOI.add_variables(optimizer, 8)
MOI.set(optimizer, MOI.LazyConstraintCallback(), callback_data -> begin
    sol = MOI.get(optimizer, MOI.CallbackVariablePrimal(callback_data), x)
    if # should add a lazy constraint
        func = # computes function
        set = # computes set
        MOI.submit(optimizer, MOI.LazyConstraint(callback_data), func, set)
    end
end)
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MathOptInterface.LazyConstraint — Type
LazyConstraint(callback_data)

Lazy constraint func-in-set submitted as func, set. The optimal solution returned by VariablePrimal will satisfy all lazy constraints that have been submitted.

This can be submitted only from the LazyConstraintCallback. The field callback_data is a solver-specific callback type that is passed as the argument to the feasible solution callback.

Example

Suppose x and y are VariableIndexs of optimizer. To add a LazyConstraint for 2x + 3y <= 1, write

func = 2.0x + 3.0y
set = MOI.LessThan(1.0)
MOI.submit(optimizer, MOI.LazyConstraint(callback_data), func, set)

inside a LazyConstraintCallback of data callback_data.

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User cuts

MathOptInterface.UserCutCallback — Type
UserCutCallback() <: AbstractCallback

The callback can be used to submit UserCut given the current primal solution. For instance, it may be called at fractional (that is, non-integer) nodes in the branch and bound tree of a mixed-integer problem. Note that there is not guarantee that the callback is called everytime the solver has an infeasible solution.

The infeasible solution is accessed through CallbackVariablePrimal. Trying to access other result attributes will throw OptimizeInProgress as discussed in AbstractCallback.

Example

x = MOI.add_variables(optimizer, 8)
MOI.set(optimizer, MOI.UserCutCallback(), callback_data -> begin
    sol = MOI.get(optimizer, MOI.CallbackVariablePrimal(callback_data), x)
    if # can find a user cut
        func = # computes function
        set = # computes set
        MOI.submit(optimizer, MOI.UserCut(callback_data), func, set)
    end
end
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MathOptInterface.UserCut — Type
UserCut(callback_data)

Constraint func-to-set suggested to help the solver detect the solution given by CallbackVariablePrimal as infeasible. The cut is submitted as the tuple (func, set)::Tuple{MOI.AbstractFunction,MOI.AbstractSet}.

Typically CallbackVariablePrimal will violate integrality constraints, and a cut would be of the form ScalarAffineFunction-in-LessThan or ScalarAffineFunction-in-GreaterThan.

Note that, as opposed to LazyConstraint, the provided constraint must not modify the feasible set. The constraint should be redundant, for example, it may be a consequence of affine and integrality constraints.

This can be submitted only from the UserCutCallback. The field callback_data is a solver-specific callback type that is passed as the argument to the infeasible solution callback.

Note that the solver may silently ignore the provided constraint.

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Heuristic solutions

MathOptInterface.HeuristicCallback — Type
HeuristicCallback() <: AbstractCallback

The callback can be used to submit HeuristicSolution given the current primal solution. For example, it may be called at fractional (that is, non-integer) nodes in the branch and bound tree of a mixed-integer problem. Note that there is no guarantee that the callback is called every time the solver has an infeasible solution.

The current primal solution is accessed through CallbackVariablePrimal. Trying to access other result attributes will throw OptimizeInProgress as discussed in AbstractCallback.

Example

x = MOI.add_variables(optimizer, 8)
MOI.set(optimizer, MOI.HeuristicCallback(), callback_data -> begin
    sol = MOI.get(optimizer, MOI.CallbackVariablePrimal(callback_data), x)
    if # can find a heuristic solution
        values = # computes heuristic solution
        MOI.submit(optimizer, MOI.HeuristicSolution(callback_data), x,
                   values)
    end
end
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MathOptInterface.HeuristicSolution — Type
HeuristicSolution(callback_data)

Heuristically obtained feasible solution. The solution is submitted as (variables, values)::Tuple{Vector{MOI.VariableIndex},Vector{T}}, where values[i] gives the value of variables[i].

The submit call returns a HeuristicSolutionStatus indicating whether the provided solution was accepted or rejected.

This can be submitted only from the HeuristicCallback. The field callback_data is a solver-specific callback type that is passed as the argument to the heuristic callback.

Some solvers require a complete solution, others only partial solutions.

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