How can I terminate model in the callback function?

[Wenbo11]

Hey,

I want to create multiple-terminating criteria in Gurobi like this example {https://support.gurobi.com/hc/en-us/articles/360047717291} in gurobipy.
I tried using GRBterminate(model) in callback function but an error raised
MethodError: no method matching unsafe_convert(::Type{Ptr{Nothing}}, ::UnitCommitmentModel) Closest candidates are: unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.RefValue{T}) where T at refvalue.jl:30 unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.RefArray{T,A,R} where R where A<:(AbstractArray{T,N} where N)) where T at refpointer.jl:90 unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.CFunction) at c.jl:36 ...
How can I terminate model in the callback function?

Thanks!

[odow]

Please follow the example: https://github.com/jump-dev/Gurobi.jl#callbacks

Here's an example calling GRBterminate:

Gurobi.jl/test/MOI/MOI_wrapper.jl

Lines 1019 to 1028 in 35ec720

	function test_GRBterminate()
	model = Gurobi.Optimizer(GRB_ENV)
	MOI.set(model, MOI.Silent(), true)
	x = MOI.add_variable(model)
	MOI.set(model, Gurobi.CallbackFunction(), (cb_data, cb_where) -> begin
	GRBterminate(model)
	end)
	MOI.optimize!(model)
	@test MOI.get(model, MOI.TerminationStatus()) == MOI.INTERRUPTED
	end

Note that if you are using JuMP, you need to use direct_model. I don't know what ::UnitCommitmentModel is, so it appears you are trying to use something other than a direct model via JuMP, or a Gurobi.Optimizer.

[Wenbo11]

Thanks for your replying, I attach my toy example:

function stop_criteria(cb_data, cb_where::Cint)
    if cb_where == GRB_CB_MIP
        
        primal_bound = Ref{Cdouble}() # a pointer
        GRBcbget(cb_data, cb_where, GRB_CB_MIP_OBJBST, primal_bound)
        
        dual_bound = Ref{Cdouble}()
        GRBcbget(cb_data, cb_where, GRB_CB_MIP_OBJBND, dual_bound)
        
        gap = abs((primal_bound[] - dual_bound[]) / primal_bound[])
        
        if gap < 0.03
            println("Terminate the solving ...")
            MOI.set(jump_model, Gurobi.CallbackFunction(), (cb_data, cb_where) -> begin
                GRBterminate(jump_model)
            end)
#             GRBterminate(jump_model)
        end
    end
end
MOI.set(jump_model, Gurobi.CallbackFunction(), stop_criteria)
JuMP.optimize!(jump_model)

Then I got the error:

MethodError: no method matching unsafe_convert(::Type{Ptr{Nothing}}, ::Model)
Closest candidates are:
  unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.RefValue{T}) where T at refvalue.jl:30
  unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.RefArray{T,A,R} where R where A<:(AbstractArray{T,N} where N)) where T at refpointer.jl:90
  unsafe_convert(::Type{Ptr{Nothing}}, !Matched::Base.CFunction) at c.jl:36
  ...

Looks that the error will raise even I use

     MOI.set(model, Gurobi.CallbackFunction(), (cb_data, cb_where) -> begin 
         GRBterminate(model) 
     end) 

in the example.

Any idea to solve it?
Many thanks!

[odow]

See #382