Undesired callback behavior

[1ozturkbe]

Here's a MWE of the issue. I hope it is pretty straightforward.

using JuMP
using Gurobi
m = Model(Gurobi.Optimizer)
@variable(m, x >= 1)
@objective(m, Min, x)
optimize!(m)

Running just the above code, if I check m.moi_backend.optimizer.model.generic_callback, I see that there is already a callback there, even though I didn't add it myself:

Gurobi._CallbackUserData(    sense  : minimize
    number of variables             = 1
    number of linear constraints    = 0
    number of quadratic constraints = 0
    number of sos constraints       = 0
    number of non-zero coeffs       = 0
    number of non-zero qp objective terms  = 0
    number of non-zero qp constraint terms = 0...

For some reason, running optimize! seems to just add a generic callback.
This is problematic, because if I try to add a callback as following:

function cb_fn(cb_data)
    val = JuMP.callback_value(x)
    con = @build_constraint(x >= 2)
    MOI.submit(m, MOI.LazyConstraint(cb_data), con)
end
MOI.set(m, MOI.LazyConstraintCallback(), cb_fn)
optimize!(m)

It throws the following error, since it thinks that I have both a Gurobi.CallbackFunction and an MOI one:

ERROR: Cannot use Gurobi.CallbackFunction as well as MOI.AbstractCallbackFunction
Stacktrace:
 [1] error(::String) at .\error.jl:33
 [2] _check_moi_callback_validity at C:\Users\berko\.julia\packages\Gurobi\Lci9Q\src\MOI_wrapper.jl:2372 [inlined]
 [3] optimize!(::Gurobi.Optimizer) at C:\Users\berko\.julia\packages\Gurobi\Lci9Q\src\MOI_wrapper.jl:2386
 [4] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{Gurobi.Optimizer}) at C:\Users\iai\builds\InterpretableAI\SystemImage\SysImgBuilder\.julia\packages\MathOptInterface\ZJFKw\src\Bridges\bridge_optimizer.jl:264
 [5] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at C:\Users\iai\builds\InterpretableAI\SystemImage\SysImgBuilder\.julia\packages\MathOptInterface\ZJFKw\src\Utilities\cachingoptimizer.jl:215
 [6] optimize!(::Model, ::Nothing; bridge_constraints::Bool, ignore_optimize_hook::Bool, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at C:\Users\iai\builds\InterpretableAI\SystemImage\SysImgBuilder\.julia\packages\JuMP\qhoVb\src\optimizer_interface.jl:130
 [7] optimize! at C:\Users\iai\builds\InterpretableAI\SystemImage\SysImgBuilder\.julia\packages\JuMP\qhoVb\src\optimizer_interface.jl:106 [inlined] (repeats 2 times)
 [8] top-level scope at REPL[61]:1

Furthermore, if I try to add the callback without the first optimize! to resolve the issue, it doesn't give the right solution, and returns 1 instead of 2! Please help. I'm using Gurobi 0.9.7 and JuMP 0.21.5.

[odow]

Transferred to Gurobi.jl

The issue is because of

Gurobi.jl/src/MOI_wrapper.jl

Lines 2385 to 2398 in 61b1178

	# Initialize callbacks if necessary.
	if _check_moi_callback_validity(model)
	MOI.set(model, CallbackFunction(), _default_moi_callback(model))
	model.has_generic_callback = false
	elseif !model.has_generic_callback
	# From the docstring of disable_sigint, "External functions that do not
	# call julia code or julia runtime automatically disable sigint during
	# their execution." We don't want this though! We want to be able to
	# SIGINT Gurobi, and then catch it as an interrupt. As a hack, until
	# Julia introduces an interruptible ccall --- which it likely won't
	# https://github.com/JuliaLang/julia/issues/2622 --- set a null
	# callback.
	MOI.set(model, CallbackFunction(), (x, y) -> nothing)
	end

The solution is probably just to set has_generic_callback back to false at the end of optimize! (but only if we set the null callback).

PRs accepted.