heurcb.py

#!/usr/bin/env python3.11

# Copyright 2025, Gurobi Optimization, LLC

# This example uses a callback to implement a simple rounding heuristic.
# It reads a MIP model from a file, sets up the callback, turns off
# the standard heuristics, and then applies the callback heuristic
# at every opportunity.

import sys
import math
import gurobipy as gp
from gurobipy import GRB


# Define callback function


def mycallback(model, where):
    if where == GRB.Callback.MIPNODE:
        if model.cbGet(GRB.Callback.MIPNODE_STATUS) == GRB.OPTIMAL:
            integers = []
            fixval = []
            for v in model.getVars():
                if v.vtype != GRB.CONTINUOUS:
                    x = model.cbGetNodeRel(v)
                    integers += [v]
                    fixval += [math.ceil(x - 1e-5)]  # Round all int vars up
            model.cbSetSolution(integers, fixval)


if len(sys.argv) < 2:
    print("Usage: heurcb.py filename")
    sys.exit(0)

# Read and solve model

model = gp.read(sys.argv[1])

# Turn off Gurobi heuristics

model.setParam("Heuristics", 0)

# Solve model

model.optimize(mycallback)