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Add CallbackFunction to MOI wrapper #230

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89 changes: 88 additions & 1 deletion src/MOI_wrapper.jl
Original file line number Diff line number Diff line change
Expand Up @@ -242,6 +242,14 @@ end

Base.isempty(x::_Solution) = x.status == _OPTIMIZE_NOT_CALLED

mutable struct _CallbackData
f::Function
end

function Base.unsafe_convert(::Type{Ptr{Cvoid}}, d::_CallbackData)
return pointer_from_objref(d)
end

"""
Optimizer()

Expand Down Expand Up @@ -286,6 +294,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer

# HiGHS just returns a single solution struct :(
solution::_Solution
callback_data::Union{Nothing,_CallbackData}

function Optimizer()
model = new(
Expand All @@ -302,6 +311,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
nothing,
nothing,
_Solution(),
nothing,
)
MOI.empty!(model)
if Sys.iswindows()
Expand Down Expand Up @@ -365,6 +375,7 @@ function MOI.empty!(model::Optimizer)
empty!(model.solution)
ret = Highs_changeObjectiveOffset(model, 0.0)
_check_ret(ret)
model.callback_data = nothing
return
end

Expand All @@ -384,7 +395,8 @@ function MOI.is_empty(model::Optimizer)
model.name_to_variable === nothing &&
model.name_to_constraint_index === nothing &&
isempty(model.solution) &&
iszero(offset[])
iszero(offset[]) &&
model.callback_data === nothing
end

MOI.get(model::Optimizer, ::MOI.RawSolver) = model
Expand Down Expand Up @@ -1960,6 +1972,8 @@ const _TerminationStatusMap = Dict(
(MOI.OTHER_ERROR, "kHighsModelStatusUnknown"),
kHighsModelStatusSolutionLimit =>
(MOI.SOLUTION_LIMIT, "kHighsModelStatusSolutionLimit"),
kHighsModelStatusInterrupt =>
(MOI.INTERRUPTED, "kHighsModelStatusInterrupt"),
)

function MOI.get(model::Optimizer, ::MOI.TerminationStatus)
Expand Down Expand Up @@ -2843,6 +2857,79 @@ function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
return mapping
end

"""
CallbackFunction(callback_types::Vector{Cint})

## Signature

```julia
function user_callback(
callback_type::Cint,
message::Ptr{Cchar},
data_out::HighsCallbackDataOut,
)::Cint
return user_interrupt
end
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```
"""
struct CallbackFunction
callback_types::Vector{Cint}
end

function CallbackFunction()
# By default, turn everything on except logging
return CallbackFunction([
# kHighsCallbackLogging,
kHighsCallbackSimplexInterrupt,
kHighsCallbackIpmInterrupt,
kHighsCallbackMipSolution,
kHighsCallbackMipImprovingSolution,
# kHighsCallbackMipLogging,
kHighsCallbackMipInterrupt,
])
end

function _cfn_user_callback(
callback_type::Cint,
message::Ptr{Cchar},
p_data_out::Ptr{HiGHS.HighsCallbackDataOut},
p_data_in::Ptr{HiGHS.HighsCallbackDataIn},
user_callback_data::Ptr{Cvoid},
)
user_data = unsafe_pointer_to_objref(user_callback_data)::_CallbackData
terminate = user_data.f(
callback_type,
message,
unsafe_load(p_data_out)::HiGHS.HighsCallbackDataOut,
)
if p_data_in != C_NULL
unsafe_store!(p_data_in, HighsCallbackDataIn(terminate))
end
return
end

function MOI.set(model::Optimizer, attr::CallbackFunction, f::Function)
callback_cfn = @cfunction(
_cfn_user_callback,
Cvoid,
(
Cint,
Ptr{Cchar},
Ptr{HighsCallbackDataOut},
Ptr{HighsCallbackDataIn},
Ptr{Cvoid},
),
)
model.callback_data = _CallbackData(f)
ret = Highs_setCallback(model, callback_cfn, model.callback_data)
_check_ret(ret)
for callback_type in attr.callback_types
ret = Highs_startCallback(model, callback_type)
_check_ret(ret)
end
return
end

# These enums are deprecated. Use the `kHighsXXX` constants defined in
# libhighs.jl instead.

Expand Down
25 changes: 25 additions & 0 deletions test/MOI_wrapper.jl
Original file line number Diff line number Diff line change
Expand Up @@ -949,6 +949,31 @@ function test_continuous_objective_bound()
return
end

function test_callback_interrupt()
model = HiGHS.Optimizer()
MOI.set(model, MOI.RawOptimizerAttribute("solver"), "ipm")
MOI.set(model, MOI.RawOptimizerAttribute("presolve"), "off")
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, 1.0 .* x, MOI.EqualTo.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
callback_types = Cint[]
function user_callback(
callback_type::Cint,
::Ptr{Cchar},
::HiGHS.HighsCallbackDataOut,
)::Cint
push!(callback_types, callback_type)
return 1
end
MOI.set(model, HiGHS.CallbackFunction(), user_callback)
MOI.optimize!(model)
@test MOI.get(model, MOI.TerminationStatus()) == MOI.INTERRUPTED
@test HiGHS.kHighsCallbackIpmInterrupt in callback_types
return
end

end # module

TestMOIHighs.runtests()
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