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callback_c++.cpp
/* Copyright 2022, 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. */ #include "gurobi_c++.h" #include <fstream> #include <cmath> using namespace std; class mycallback: public GRBCallback { public: double lastiter; double lastnode; int numvars; GRBVar* vars; ofstream* logfile; mycallback(int xnumvars, GRBVar* xvars, ofstream* xlogfile) { lastiter = lastnode = -GRB_INFINITY; numvars = xnumvars; 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 || rdels) { cout << cdels << " columns and " << rdels << " rows are removed" << endl; } } 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'; cout << itcnt << " " << obj << ch << " " << pinf << " " << dinf << endl; } } 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); cout << nodecnt << " " << actnodes << " " << itcnt << " " << objbst << " " << objbnd << " " << solcnt << " " << cutcnt << endl; } if (fabs(objbst - objbnd) < 0.1 * (1.0 + fabs(objbst))) { cout << "Stop early - 10% gap achieved" << endl; abort(); } if (nodecnt >= 10000 && solcnt) { cout << "Stop early - 10000 nodes explored" << endl; 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, numvars); cout << "**** New solution at node " << nodecnt << ", obj " << obj << ", sol " << solcnt << ", x[0] = " << x[0] << " ****" << endl; delete[] x; } else if (where == GRB_CB_MIPNODE) { // MIP node callback cout << "**** New node ****" << endl; if (getIntInfo(GRB_CB_MIPNODE_STATUS) == GRB_OPTIMAL) { double* x = getNodeRel(vars, numvars); setSolution(vars, x, numvars); delete[] 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); cout << itcnt << " " << primobj << " " << dualobj << " " << priminf << " " << dualinf << " " << cmpl << endl; } else if (where == GRB_CB_MESSAGE) { // Message callback string msg = getStringInfo(GRB_CB_MSG_STRING); *logfile << msg; } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during callback" << endl; } } }; int main(int argc, char *argv[]) { if (argc < 2) { cout << "Usage: callback_c++ filename" << endl; return 1; } // Open log file ofstream logfile("cb.log"); if (!logfile.is_open()) { cout << "Cannot open cb.log for callback message" << endl; return 1; } GRBEnv *env = 0; GRBVar *vars = 0; try { // Create environment env = new GRBEnv(); // Read model from file GRBModel model = GRBModel(*env, argv[1]); // Turn off display and heuristics model.set(GRB_IntParam_OutputFlag, 0); model.set(GRB_DoubleParam_Heuristics, 0.0); // Create a callback object and associate it with the model int numvars = model.get(GRB_IntAttr_NumVars); vars = model.getVars(); mycallback cb = mycallback(numvars, vars, &logfile); model.setCallback(&cb); // Solve model and capture solution information model.optimize(); cout << endl << "Optimization complete" << endl; if (model.get(GRB_IntAttr_SolCount) == 0) { cout << "No solution found, optimization status = " << model.get(GRB_IntAttr_Status) << endl; } else { cout << "Solution found, objective = " << model.get(GRB_DoubleAttr_ObjVal) << endl; for (int j = 0; j < numvars; j++) { GRBVar v = vars[j]; double x = v.get(GRB_DoubleAttr_X); if (x != 0.0) { cout << v.get(GRB_StringAttr_VarName) << " " << x << endl; } } } } catch (GRBException e) { cout << "Error number: " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch (...) { cout << "Error during optimization" << endl; } // Close log file logfile.close(); delete[] vars; delete env; return 0; }