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Callback.java
/* Copyright 2018, Gurobi Optimization, LLC */ /* This example reads a model from a file, sets up a callback that monitors optimization progress and implements a custom termination strategy, and outputs progress information to the screen and to a log file. The termination strategy implemented in this callback stops the optimization of a MIP model once at least one of the following two conditions have been satisfied: 1) The optimality gap is less than 10% 2) At least 10000 nodes have been explored, and an integer feasible solution has been found. Note that termination is normally handled through Gurobi parameters (MIPGap, NodeLimit, etc.). You should only use a callback for termination if the available parameters don't capture your desired termination criterion. */ import gurobi.*; import java.io.FileWriter; import java.io.IOException; public class Callback extends GRBCallback { private double lastiter; private double lastnode; private GRBVar[] vars; private FileWriter logfile; public Callback(GRBVar[] xvars, FileWriter xlogfile) { lastiter = lastnode = -GRB.INFINITY; vars = xvars; logfile = xlogfile; } protected void callback() { try { if (where == GRB.CB_POLLING) { // Ignore polling callback } else if (where == GRB.CB_PRESOLVE) { // Presolve callback int cdels = getIntInfo(GRB.CB_PRE_COLDEL); int rdels = getIntInfo(GRB.CB_PRE_ROWDEL); if (cdels != 0 || rdels != 0) { System.out.println(cdels + " columns and " + rdels + " rows are removed"); } } else if (where == GRB.CB_SIMPLEX) { // Simplex callback double itcnt = getDoubleInfo(GRB.CB_SPX_ITRCNT); if (itcnt - lastiter >= 100) { lastiter = itcnt; double obj = getDoubleInfo(GRB.CB_SPX_OBJVAL); int ispert = getIntInfo(GRB.CB_SPX_ISPERT); double pinf = getDoubleInfo(GRB.CB_SPX_PRIMINF); double dinf = getDoubleInfo(GRB.CB_SPX_DUALINF); char ch; if (ispert == 0) ch = ' '; else if (ispert == 1) ch = 'S'; else ch = 'P'; System.out.println(itcnt + " " + obj + ch + " " + pinf + " " + dinf); } } else if (where == GRB.CB_MIP) { // General MIP callback double nodecnt = getDoubleInfo(GRB.CB_MIP_NODCNT); double objbst = getDoubleInfo(GRB.CB_MIP_OBJBST); double objbnd = getDoubleInfo(GRB.CB_MIP_OBJBND); int solcnt = getIntInfo(GRB.CB_MIP_SOLCNT); if (nodecnt - lastnode >= 100) { lastnode = nodecnt; int actnodes = (int) getDoubleInfo(GRB.CB_MIP_NODLFT); int itcnt = (int) getDoubleInfo(GRB.CB_MIP_ITRCNT); int cutcnt = getIntInfo(GRB.CB_MIP_CUTCNT); System.out.println(nodecnt + " " + actnodes + " " + itcnt + " " + objbst + " " + objbnd + " " + solcnt + " " + cutcnt); } if (Math.abs(objbst - objbnd) < 0.1 * (1.0 + Math.abs(objbst))) { System.out.println("Stop early - 10% gap achieved"); abort(); } if (nodecnt >= 10000 && solcnt > 0) { System.out.println("Stop early - 10000 nodes explored"); abort(); } } else if (where == GRB.CB_MIPSOL) { // MIP solution callback int nodecnt = (int) getDoubleInfo(GRB.CB_MIPSOL_NODCNT); double obj = getDoubleInfo(GRB.CB_MIPSOL_OBJ); int solcnt = getIntInfo(GRB.CB_MIPSOL_SOLCNT); double[] x = getSolution(vars); System.out.println("**** New solution at node " + nodecnt + ", obj " + obj + ", sol " + solcnt + ", x[0] = " + x[0] + " ****"); } else if (where == GRB.CB_MIPNODE) { // MIP node callback System.out.println("**** New node ****"); if (getIntInfo(GRB.CB_MIPNODE_STATUS) == GRB.OPTIMAL) { double[] x = getNodeRel(vars); setSolution(vars, x); } } else if (where == GRB.CB_BARRIER) { // Barrier callback int itcnt = getIntInfo(GRB.CB_BARRIER_ITRCNT); double primobj = getDoubleInfo(GRB.CB_BARRIER_PRIMOBJ); double dualobj = getDoubleInfo(GRB.CB_BARRIER_DUALOBJ); double priminf = getDoubleInfo(GRB.CB_BARRIER_PRIMINF); double dualinf = getDoubleInfo(GRB.CB_BARRIER_DUALINF); double cmpl = getDoubleInfo(GRB.CB_BARRIER_COMPL); System.out.println(itcnt + " " + primobj + " " + dualobj + " " + priminf + " " + dualinf + " " + cmpl); } else if (where == GRB.CB_MESSAGE) { // Message callback String msg = getStringInfo(GRB.CB_MSG_STRING); if (msg != null) logfile.write(msg); } } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode()); System.out.println(e.getMessage()); e.printStackTrace(); } catch (Exception e) { System.out.println("Error during callback"); e.printStackTrace(); } } public static void main(String[] args) { if (args.length < 1) { System.out.println("Usage: java Callback filename"); System.exit(1); } FileWriter logfile = null; try { // Create environment GRBEnv env = new GRBEnv(); // Read model from file GRBModel model = new GRBModel(env, args[0]); // Turn off display and heuristics model.set(GRB.IntParam.OutputFlag, 0); model.set(GRB.DoubleParam.Heuristics, 0.0); // Open log file logfile = new FileWriter("cb.log"); // Create a callback object and associate it with the model GRBVar[] vars = model.getVars(); Callback cb = new Callback(vars, logfile); model.setCallback(cb); // Solve model and capture solution information model.optimize(); System.out.println(""); System.out.println("Optimization complete"); if (model.get(GRB.IntAttr.SolCount) == 0) { System.out.println("No solution found, optimization status = " + model.get(GRB.IntAttr.Status)); } else { System.out.println("Solution found, objective = " + model.get(GRB.DoubleAttr.ObjVal)); String[] vnames = model.get(GRB.StringAttr.VarName, vars); double[] x = model.get(GRB.DoubleAttr.X, vars); for (int j = 0; j < vars.length; j++) { if (x[j] != 0.0) System.out.println(vnames[j] + " " + x[j]); } } // Dispose of model and environment model.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode()); System.out.println(e.getMessage()); e.printStackTrace(); } catch (Exception e) { System.out.println("Error during optimization"); e.printStackTrace(); } finally { // Close log file if (logfile != null) { try { logfile.close(); } catch (IOException e) {} } } } }
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