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callback_c.c
/* Copyright 2013, Gurobi Optimization, Inc. */ /* This example reads an LP or a MIP from a file, sets a callback to monitor the optimization progress and to output some progress information to the screen and to a log file. If it is a MIP and 10% gap is reached, then it aborts */ #include <stdlib.h> #include <stdio.h> #include <math.h> #include "gurobi_c.h" /* Define structure to pass my data to the callback function */ struct callback_data { double lastnode; double lastiter; FILE *logfile; double *solution; }; int __stdcall mycallback(GRBmodel *model, void *cbdata, int where, void *usrdata) { struct callback_data *mydata = (struct callback_data *) usrdata; char *msg; if (where == GRB_CB_POLLING) { /* Ignore polling callback */ } else if (where == GRB_CB_MESSAGE) { GRBcbget(cbdata, where, GRB_CB_MSG_STRING, &msg); fprintf(mydata->logfile, "%s", msg); } else if (where == GRB_CB_SIMPLEX) { double pinf, dinf, obj, itrcnt; int ispert; char ch; GRBcbget(cbdata, where, GRB_CB_SPX_ITRCNT, &itrcnt); if (itrcnt - mydata->lastiter >= 100) { mydata->lastiter = itrcnt; GRBcbget(cbdata, where, GRB_CB_SPX_ISPERT, &ispert); GRBcbget(cbdata, where, GRB_CB_SPX_OBJVAL, &obj); GRBcbget(cbdata, where, GRB_CB_SPX_PRIMINF, &pinf); GRBcbget(cbdata, where, GRB_CB_SPX_DUALINF, &dinf); if (ispert == 0) ch = ' '; else if (ispert == 1) ch = 'S'; else ch = 'P'; printf("%7.0f %14.7e%c %13.6e %13.6e\n", itrcnt, obj, ch, pinf, dinf); } } else if (where == GRB_CB_PRESOLVE) { int cdels, rdels; GRBcbget(cbdata, where, GRB_CB_PRE_COLDEL, &cdels); GRBcbget(cbdata, where, GRB_CB_PRE_ROWDEL, &rdels); if (cdels || rdels) { printf("%7d columns and %7d rows are removed\n", cdels, rdels); } } else if (where == GRB_CB_MIP) { double objbst, objbnd, nodecnt, actnodes, itrcnt; int cutcnt, solcnt; GRBcbget(cbdata, where, GRB_CB_MIP_NODCNT, &nodecnt); if (nodecnt - mydata->lastnode >= 100) { mydata->lastnode = nodecnt; GRBcbget(cbdata, where, GRB_CB_MIP_OBJBST, &objbst); GRBcbget(cbdata, where, GRB_CB_MIP_OBJBND, &objbnd); /* if gap is small, then quit */ if (fabs(objbst - objbnd) < 0.1 * (1.0 + fabs(objbst))) { printf("Stop early - 10%% gap achieved\n"); GRBterminate(model); } GRBcbget(cbdata, where, GRB_CB_MIP_NODLFT, &actnodes); GRBcbget(cbdata, where, GRB_CB_MIP_ITRCNT, &itrcnt); GRBcbget(cbdata, where, GRB_CB_MIP_SOLCNT, &solcnt); GRBcbget(cbdata, where, GRB_CB_MIP_CUTCNT, &cutcnt); printf("%7.0f %7.0f %8.0f %13.6e %13.6e %7d %7d\n", nodecnt, actnodes, itrcnt, objbst, objbnd, solcnt, cutcnt); } } else if (where == GRB_CB_MIPSOL) { double obj, nodecnt; int solcnt; GRBcbget(cbdata, where, GRB_CB_MIPSOL_OBJ, &obj); GRBcbget(cbdata, where, GRB_CB_MIPSOL_NODCNT, &nodecnt); GRBcbget(cbdata, where, GRB_CB_MIPSOL_SOLCNT, &solcnt); GRBcbget(cbdata, where, GRB_CB_MIPSOL_SOL, mydata->solution); printf("**** New solution at node %.0f, obj %g, sol %d, x[0] = %.2f ****\n", nodecnt, obj, solcnt, mydata->solution[0]); } else if (where == GRB_CB_BARRIER) { double primobj, dualobj, priminf, dualinf, compl; int iter; GRBcbget(cbdata, where, GRB_CB_BARRIER_ITRCNT, &iter); GRBcbget(cbdata, where, GRB_CB_BARRIER_PRIMOBJ, &primobj); GRBcbget(cbdata, where, GRB_CB_BARRIER_DUALOBJ, &dualobj); GRBcbget(cbdata, where, GRB_CB_BARRIER_PRIMINF, &priminf); GRBcbget(cbdata, where, GRB_CB_BARRIER_DUALINF, &dualinf); GRBcbget(cbdata, where, GRB_CB_BARRIER_COMPL, &compl); printf("Barrier iter: %d %.4e %.4e %.4e %.4e %.4e\n", iter, primobj, dualobj, priminf, dualinf, compl); } return 0; } int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0; int vars, optimstatus; double objval; struct callback_data mydata; mydata.lastnode = -GRB_INFINITY; mydata.lastiter = -GRB_INFINITY; mydata.logfile = NULL; mydata.solution = NULL; if (argc < 2) { fprintf(stderr, "Usage: callback_c filename\n"); goto QUIT; } mydata.logfile = fopen("cb.log", "w"); if (!mydata.logfile) { fprintf(stderr, "Cannot open cb.log for callback message\n"); goto QUIT; } /* Create environment */ error = GRBloadenv(&env, NULL); if (error) goto QUIT; /* Turn off display */ error = GRBsetintparam(env, GRB_INT_PAR_OUTPUTFLAG, 0); if (error) goto QUIT; /* Read model from file */ error = GRBreadmodel(env, argv[1], &model); if (error) goto QUIT; /* Allocate space for solution */ error = GRBgetintattr(model, GRB_INT_ATTR_NUMVARS, &vars); if (error) goto QUIT; mydata.solution = malloc(vars*sizeof(double)); if (mydata.solution == NULL) { fprintf(stderr, "Failed to allocate memory\n"); exit(1); } /* Set callback function */ error = GRBsetcallbackfunc(model, mycallback, (void *) &mydata); if (error) goto QUIT; /* Solve model */ error = GRBoptimize(model); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) printf("Optimal objective: %.4e\n", objval); else if (optimstatus == GRB_INF_OR_UNBD) printf("Model is infeasible or unbounded\n"); else printf("Optimization was stopped early\n"); printf("\n"); QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Close file */ if (mydata.logfile) fclose(mydata.logfile); /* Free solution */ if (mydata.solution) free(mydata.solution); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }