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callback_cs.cs
/* Copyright 2020, 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.
*/
using System;
using System.IO;
using Gurobi;
class callback_cs : GRBCallback
{
private double lastiter;
private double lastnode;
private GRBVar[] vars;
private StreamWriter logfile;
public callback_cs(GRBVar[] xvars, StreamWriter xlogfile)
{
lastiter = lastnode = -GRB.INFINITY;
vars = xvars;
logfile = xlogfile;
}
protected override void Callback()
{
try {
if (where == GRB.Callback.POLLING) {
// Ignore polling callback
} else if (where == GRB.Callback.PRESOLVE) {
// Presolve callback
int cdels = GetIntInfo(GRB.Callback.PRE_COLDEL);
int rdels = GetIntInfo(GRB.Callback.PRE_ROWDEL);
if (cdels != 0 || rdels != 0) {
Console.WriteLine(cdels + " columns and " + rdels
+ " rows are removed");
}
} else if (where == GRB.Callback.SIMPLEX) {
// Simplex callback
double itcnt = GetDoubleInfo(GRB.Callback.SPX_ITRCNT);
if (itcnt - lastiter >= 100) {
lastiter = itcnt;
double obj = GetDoubleInfo(GRB.Callback.SPX_OBJVAL);
int ispert = GetIntInfo(GRB.Callback.SPX_ISPERT);
double pinf = GetDoubleInfo(GRB.Callback.SPX_PRIMINF);
double dinf = GetDoubleInfo(GRB.Callback.SPX_DUALINF);
char ch;
if (ispert == 0) ch = ' ';
else if (ispert == 1) ch = 'S';
else ch = 'P';
Console.WriteLine(itcnt + " " + obj + ch + " "
+ pinf + " " + dinf);
}
} else if (where == GRB.Callback.MIP) {
// General MIP callback
double nodecnt = GetDoubleInfo(GRB.Callback.MIP_NODCNT);
double objbst = GetDoubleInfo(GRB.Callback.MIP_OBJBST);
double objbnd = GetDoubleInfo(GRB.Callback.MIP_OBJBND);
int solcnt = GetIntInfo(GRB.Callback.MIP_SOLCNT);
if (nodecnt - lastnode >= 100) {
lastnode = nodecnt;
int actnodes = (int) GetDoubleInfo(GRB.Callback.MIP_NODLFT);
int itcnt = (int) GetDoubleInfo(GRB.Callback.MIP_ITRCNT);
int cutcnt = GetIntInfo(GRB.Callback.MIP_CUTCNT);
Console.WriteLine(nodecnt + " " + actnodes + " "
+ itcnt + " " + objbst + " " + objbnd + " "
+ solcnt + " " + cutcnt);
}
if (Math.Abs(objbst - objbnd) < 0.1 * (1.0 + Math.Abs(objbst))) {
Console.WriteLine("Stop early - 10% gap achieved");
Abort();
}
if (nodecnt >= 10000 && solcnt > 0) {
Console.WriteLine("Stop early - 10000 nodes explored");
Abort();
}
} else if (where == GRB.Callback.MIPSOL) {
// MIP solution callback
int nodecnt = (int) GetDoubleInfo(GRB.Callback.MIPSOL_NODCNT);
double obj = GetDoubleInfo(GRB.Callback.MIPSOL_OBJ);
int solcnt = GetIntInfo(GRB.Callback.MIPSOL_SOLCNT);
double[] x = GetSolution(vars);
Console.WriteLine("**** New solution at node " + nodecnt
+ ", obj " + obj + ", sol " + solcnt
+ ", x[0] = " + x[0] + " ****");
} else if (where == GRB.Callback.MIPNODE) {
// MIP node callback
Console.WriteLine("**** New node ****");
if (GetIntInfo(GRB.Callback.MIPNODE_STATUS) == GRB.Status.OPTIMAL) {
double[] x = GetNodeRel(vars);
SetSolution(vars, x);
}
} else if (where == GRB.Callback.BARRIER) {
// Barrier callback
int itcnt = GetIntInfo(GRB.Callback.BARRIER_ITRCNT);
double primobj = GetDoubleInfo(GRB.Callback.BARRIER_PRIMOBJ);
double dualobj = GetDoubleInfo(GRB.Callback.BARRIER_DUALOBJ);
double priminf = GetDoubleInfo(GRB.Callback.BARRIER_PRIMINF);
double dualinf = GetDoubleInfo(GRB.Callback.BARRIER_DUALINF);
double cmpl = GetDoubleInfo(GRB.Callback.BARRIER_COMPL);
Console.WriteLine(itcnt + " " + primobj + " " + dualobj + " "
+ priminf + " " + dualinf + " " + cmpl);
} else if (where == GRB.Callback.MESSAGE) {
// Message callback
string msg = GetStringInfo(GRB.Callback.MSG_STRING);
if (msg != null) logfile.Write(msg);
}
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode);
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
} catch (Exception e) {
Console.WriteLine("Error during callback");
Console.WriteLine(e.StackTrace);
}
}
static void Main(string[] args)
{
if (args.Length < 1) {
Console.Out.WriteLine("Usage: callback_cs filename");
return;
}
StreamWriter logfile = null;
try {
// Create environment
GRBEnv env = new GRBEnv();
// Read model from file
GRBModel model = new GRBModel(env, args[0]);
// Turn off display and heuristics
model.Parameters.OutputFlag = 0;
model.Parameters.Heuristics = 0.0;
// Open log file
logfile = new StreamWriter("cb.log");
// Create a callback object and associate it with the model
GRBVar[] vars = model.GetVars();
callback_cs cb = new callback_cs(vars, logfile);
model.SetCallback(cb);
// Solve model and capture solution information
model.Optimize();
Console.WriteLine("");
Console.WriteLine("Optimization complete");
if (model.SolCount == 0) {
Console.WriteLine("No solution found, optimization status = "
+ model.Status);
} else {
Console.WriteLine("Solution found, objective = " + model.ObjVal);
string[] vnames = model.Get(GRB.StringAttr.VarName, vars);
double[] x = model.Get(GRB.DoubleAttr.X, vars);
for (int j = 0; j < vars.Length; j++) {
if (x[j] != 0.0) Console.WriteLine(vnames[j] + " " + x[j]);
}
}
// Dispose of model and environment
model.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode);
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
} catch (Exception e) {
Console.WriteLine("Error during optimization");
Console.WriteLine(e.Message);
Console.WriteLine(e.StackTrace);
} finally {
// Close log file
if (logfile != null) logfile.Close();
}
}
}
