Gurobi callback functions in PuLP

[Emily Frost]

Hi all,

I am using PuLP to model a MIP problem with Gurobi as the solver.  I've used a custom callback function in Gurobi before (copied below) to log interim solutions and the time at which they were found. (the version below also terminates the optimization once the rate of improvement slows.) Is there a way to tell Gurobi to optimize according to this callback function in PuLP?

Thanks,
Emily

def mycallback(mod, where):
    global oldsol
    if where == GRB.callback.MIPSOL:
        print mod.cbGet(GRB.callback.MIPSOL_SOLCNT), ",", mod.cbGet(GRB.callback.RUNTIME), ",", mod.cbGet(GRB.callback.MIPSOL_OBJ)
        if mod.cbGet(GRB.callback.MIPSOL_SOLCNT) == 1:
            oldsol = mod.cbGet(GRB.callback.MIPSOL_OBJ)
        elif (mod.cbGet(GRB.callback.MIPSOL_OBJ) - oldsol) > 15:
            oldsol = mod.cbGet(GRB.callback.MIPSOL_OBJ)
        else:
            mod.terminate()

[Stuart Mitchell]

extra keywords to the LpProblem.solve() and LpProblem.resolve() get passed through to gurobi underneath so

>>> prob.solve(callback=mycallback) 

should work.

Also the gurobi solver model is attached to the LpProblem object as prob.solverModel if you want to attach information to it.

Stu

--
You received this message because you are subscribed to the Google Groups "pulp-or-discuss" group.
To view this discussion on the web visit https://groups.google.com/d/msg/pulp-or-discuss/-/jjYPuqgbS0MJ.
To post to this group, send email to pulp-or...@googlegroups.com.
To unsubscribe from this group, send email to pulp-or-discu...@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/pulp-or-discuss?hl=en.

--

Stuart Mitchell

PhD Engineering Science

Extraordinary Freelance Programmer and Optimisation Guru

www.stuartmitchell.com