How do I change parameters in a callback?

Changing parameters in a callback is not possible in Gurobi.

Instead, some parameters can be updated by:

• terminating the optimization process in the callback,
• changing the parameter value, and then
• continuing the optimization from where it was interrupted.

An example that changes the MIPGap after 4 seconds:

import gurobipy as gp
from gurobipy import GRB

def my_callback(model, where):
    if where == GRB.Callback.MIP:
        run_time = model.cbGet(GRB.Callback.RUNTIME)
        mip_gap = model.params.MIPGap

        if run_time > time_of_change and mip_gap != new_gap:
            model._changeParam = True
            model.terminate()

time_of_change = 4
new_gap = 0.2

m = gp.read('glass4.mps')
m._changeParam = False
m.optimize(my_callback) 
if m._changeParam:
    m.params.MIPGap = new_gap
    m.optimize()

Note that some parameters influence the initialization of some data structures and cannot be changed when optimization is already in progress. For example changing the parameters PoolSearchMode or PoolSolutions during optimization (i.e., when only terminating the optimization process) has no effect. To effectively alter these parameters model.reset() is necessary. A reset of the model is automatically triggered if the model was changed, e.g. by changing coefficients or adding new constraints.
An update of the Threads parameter during optimization is possible with Gurobi Version 11 but has no effect with an earlier version.

Further information:

• Callback codes
• How do I use callbacks to terminate the solver?