Callback Codes#
The Gurobi callback routines make use of a pair of arguments: where
and what
. When a user callback function is called, the where
argument indicates from where in the Gurobi optimizer it is being called
(presolve, simplex, barrier, MIP, etc.). When the user callback wishes
to obtain more detailed information about the state of the optimization,
the what
argument can be passed to an appropriate get
method for
your language to obtain additional information (e.g., GRBcbget
in C, GRBCallback::getIntInfo
in C++,
GRBCallback.getIntInfo
in Java,
GRBCallback.GetIntInfo
in .NET, and
Model.cbGet
in Python).
More detailed information on how to use callbacks in your application
can be found in the reference manuals for the different Gurobi language
interfaces (C
,
C++
, Java
,
.NET
, and Python).
A few parameters are callback settable. These parameters can be modified from within a callback call. How to do that for the different APIs is illustrated here.
Possible values for the where
and what
arguments are listed in
the following tables. Note that these values are referred to in slightly
different ways from the different Gurobi interfaces. Consider the
SIMPLEX
value as an example. You would refer to this constant as
follows from the different Gurobi APIs:
Language |
Callback constant |
---|---|
C |
|
C++ |
|
Java |
|
.NET |
|
Python |
|
Possible where
values are:
|
Numeric value |
Optimizer status |
---|---|---|
|
0 |
Periodic polling callback |
|
1 |
Currently performing presolve |
|
2 |
Currently in simplex |
|
3 |
Currently in MIP |
|
4 |
Found a new MIP incumbent |
|
5 |
Currently exploring a MIP node |
|
6 |
Printing a log message |
|
7 |
Currently in barrier |
|
8 |
At the end of a multi-objective iteration |
|
9 |
Currently computing an IIS |
Allowable what
values depend on the value of the where
argument.
Valid combinations are:
|
|
Result type |
Description |
---|---|---|---|
|
Any except |
double |
Elapsed solver runtime (seconds). |
|
Any except |
double |
Elapsed solver work (work units). |
|
Any except |
double |
Allocated memory (GB). |
|
Any except |
double |
Maximum memory ever allocated (GB). |
|
|
int |
The number of columns removed by presolve to this point. |
|
|
int |
The number of rows removed by presolve to this point. |
|
|
int |
The number of constraint senses changed by presolve to this point. |
|
|
int |
The number of variable bounds changed by presolve to this point. |
|
|
int |
The number of coefficients changed by presolve to this point. |
|
|
double |
Current simplex iteration count. |
|
|
double |
Current simplex objective value. |
|
|
double |
Current primal infeasibility. |
|
|
double |
Current dual infeasibility. |
|
|
int |
Is problem currently perturbed? |
|
|
double |
Current best objective. |
|
|
double |
Current best objective bound. |
|
|
double |
Current explored node count. |
|
|
int |
Number of solutions that were presented through the |
|
|
int |
Current count of cutting planes applied. |
|
|
double |
Current unexplored node count. |
|
|
double |
Current simplex iteration count. |
|
|
int |
Number of scenarios that are still open in a multi-scenario model. |
|
|
int |
Current phase in the MIP solution process. Possible values are 0 (in the NoRel heuristic), 1 (in the standard MIP search), or 2 (performing MIP solution improvement). Predefined constants are available (e.g., GRB.PHASE_MIP_SEARCH). |
|
|
double * |
Solution vector for new solution (C only). The resultP argument to C
routine Use callback methods |
|
|
double |
Objective value for new solution. Not necessarily better than the current incumbent. |
|
|
double |
Current best objective. |
|
|
double |
Current best objective bound. |
|
|
double |
Current explored node count. |
|
|
int |
Number of solutions that were presented through the |
|
|
int |
Number of scenarios that are still open in a multi-scenario model. |
|
|
int |
Current phase in the MIP solution. Possible values are 0 (in the NoRel heuristic), 1 (in the standard MIP search), or 2 (performing MIP solution improvement). Predefined constants are available (e.g., GRB.PHASE_MIP_SEARCH). |
|
|
int |
Optimization status of current MIP node (see the Status Code section for further information). |
|
|
double |
Current best objective. |
|
|
double |
Current best objective bound. |
|
|
double |
Current explored node count. |
|
|
int |
Number of solutions that were presented through the |
|
|
int |
Number of scenarios that are still open in a multi-scenario model. |
|
|
int |
Current phase in the MIP solution process. Possible values are 0 (in the NoRel heuristic), 1 (in the standard MIP search), or 2 (performing MIP solution improvement). Predefined constants are available (e.g., GRB.PHASE_MIP_SEARCH). |
|
|
double * |
Relaxation solution for the current node, when its optimization status
is GRB_OPTIMAL (C only). The resultP argument to C routine
Note that the relaxation solution retrieved at a node is not necessarily feasible for the user model. Use callback methods |
|
|
int |
Current barrier iteration count. |
|
|
double |
Primal objective value for current barrier iterate. |
|
|
double |
Dual objective value for current barrier iterate. |
|
|
double |
Primal infeasibility for current barrier iterate. |
|
|
double |
Dual infeasibility for current barrier iterate. |
|
|
double |
Complementarity violation for current barrier iterate. |
|
|
int |
Current count of objectives already optimized. |
|
|
int |
Number of solutions that were presented through the |
|
|
double * |
Solution vector for new solution (C only). The Use callback methods |
|
|
int |
Optimization status for current objective (see the Status Code section for further information). |
|
|
double |
Best value for current objective. |
|
|
double |
Best bound for current objective. |
|
|
double |
MIP gap of the current objective (only available if the model is a MIP). |
|
|
double |
Simplex iteration count for current objective. |
|
|
double |
Explored node count for current objective. |
|
|
double |
Unexplored node count for current objective. |
|
|
double |
Elapsed solver runtime (seconds) for current objective. |
|
|
double |
Elapsed solver work (work units) for current objective. |
|
|
int |
Minimum number of constraints in the IIS. |
|
|
int |
Maximum number of constraints in the IIS. |
|
|
int |
Estimated number of constraints in the IIS. |
|
|
int |
Minimum number of variable bounds in the IIS. |
|
|
int |
Maximum number of variable bounds in the IIS. |
|
|
int |
Estimated number of variable bounds in the IIS. |
|
|
char * |
The message that is being printed. |
Remember that the appropriate prefix must be added to the what
or
where
name listed above, depending on the language you are using.
Callback notes#
Note that the POLLING
callback is an optional callback that is only
invoked if other callbacks have not been called in a while. It does not
allow any progress information to be retrieved. It is simply provided to
allow interactive applications to regain control frequently, so that
they can maintain application responsiveness.
The object-oriented interfaces have specialized methods for obtaining
the incumbent or relaxation solution. While in C you would use
GRBcbget
, you use getSolution
or getNodeRel
in the
object-oriented interfaces. Please consult the callback descriptions for
C++
, Java
,
.NET
, or Python
for further details.
Note that the MIPSOL
callback might also be called for solutions
that do not improve the incumbent. This has technical reasons and should
only happen in rare cases. You might want to check the MIPSOL_OBJ
value
if your code relies on stricly improving solutions. The MIPSOL
callback
will also be called once for each MIP start.
Note that the MIPNODE
callback will be called once for each cut pass
during the root node solve. The MIPNODE_NODCNT
value will remain at
0 until the root node is complete. If you query relaxation values from
during the root node, the first MIPNODE
callback will give the
relaxation with no cutting planes, and the last will give the relaxation
after all root cuts have been applied.
Note that the multi-objective optimization algorithm solves a sequence of optimization problems
which we refer to as optimization passes. The MULTIOBJ
callback will be
called once at the end of each pass. Also, during each pass, MIP-related
callbacks will be called if the original model is a MIP, and LP-related
callbacks will be called if the original model is an LP.
Note that there are certain restrictions concerning the available
callbacks when using the Gurobi Remote Services (Compute Server, Instant
Cloud, etc.). Please refer to the Callbacks
section of the
Gurobi Remote Services Manual for
more information.