Gurobi callback class. A callback is a user function that is called
periodically by the Gurobi optimizer in order to allow the user to
query or modify the state of the optimization. More precisely, if you
pass a function that takes two arguments (
where) as the argument to
function will be called during the optimization. Your callback
function can then call
Model.cbGet to query the
optimizer for details on the state of the optimization.
Gurobi callbacks can be used both to monitor the progress of the optimization and to modify the behavior of the Gurobi optimizer. A simple user callback function might call Model.cbGet to produce a custom display, or perhaps to terminate optimization early (using Model.terminate) or to proceed to the next phase of the computation (using Model.cbProceed). More sophisticated MIP callbacks might use Model.cbGetNodeRel or Model.cbGetSolution to retrieve values from the solution to the current node, and then use Model.cbCut or Model.cbLazy to add a constraint to cut off that solution, or Model.cbSetSolution to import a heuristic solution built from that solution. For multi-objective problems, you might use Model.cbStopOneMultiObj to interrupt the optimization process of one of the optimization steps in a multi-objective MIP problem without stopping the hierarchical optimization process.
The Gurobi callback class provides a set of constants that are used
within the user callback function. The first set of constants in this
class list the options for the
where argument to the user
callback function. The
where argument indicates from where in
the optimization process the user callback is being called. Options
are listed in the Callback Codes
section of this document.
The other set of constants in this class list the options for the
what argument to
what argument is used by the user callback to indicate what piece
of status information it would like to retrieve. The full list of
options can be found in the Callback
Codes section. As with the
argument, you refer to a
what constant through
GRB.Callback. For example, the simplex objective value would be
If you would like to pass data to your callback function, you can do
so through the Model object. For
example, if your program includes the statement
model._value = 1 before the optimization begins,
then your callback function can
query the value of
model._value. Note that the name of the
user data field must begin with an underscore.
When solving a model using multiple threads, the user callback is only ever called from a single thread, so you don't need to worry about the thread-safety of your callback.
Note that changing parameters from within a callback is not supported, doing so may lead to undefined behavior.
You can look at
callback.py in the examples directory for
details of how to use Gurobi callbacks.