Allow broadcasting in callbacks (#172)

* Allow broadcasting in callbacks

* Add tests

src/MOI_wrapper/MOI_wrapper.jl

@@ -197,6 +197,8 @@ mutable struct CallbackData
     exception::Union{Nothing, Exception}
 end
 
+Base.broadcastable(x::CallbackData) = Ref(x)
+
 # Dummy callback function for internal use only. Responsible for updating the
 # objective bound, saving the mip gap, and calling the user's callback.
 #

test/MOI_callbacks.jl

@@ -414,4 +414,18 @@ end
             @test GLPK.GLP_IHEUR in cb_calls
         end
     end
+
+    @testset "broadcasting" begin
+        model, x, _ = callback_knapsack_model()
+        f(cb_data, x) = MOI.get(model, MOI.CallbackVariablePrimal(cb_data), x)
+        solutions = Vector{Float64}[]
+        MOI.set(model, GLPK.CallbackFunction(), (cb_data) -> begin
+            if GLPK.glp_ios_reason(cb_data.tree) == GLPK.GLP_IHEUR
+                push!(solutions, f.(cb_data, x))
+            end
+        end)
+        MOI.optimize!(model)
+        @test length(solutions) > 0
+        @test length(solutions[1]) == length(x)
+    end
 end