How do I change parameters in a callback?

Changing parameters in a callback is not possible in Gurobi.

Instead, 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: Gurobi v8 does not produce an error when you try to set a parameter in a callback. However, doing so may lead to undefined behavior and is strongly discouraged.

Further information:

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