Concurrent Optimizer and callbacks

Answered

Thomas Leveringhaus

• August 29, 2023 11:06

Dear Gurobi-Team,

I am using Concurrent Optimizer and callbacks and it seems to me, that callbacks are not called, although they should (or shouldn't?).

In the reference manual (https://www.gurobi.com/documentation/current/refman/concurrent_optimizer.html#sec:ConcurrentCallbacks) it says:
"Information retrieved by your callback (solutions, objective bounds, etc.) will come from a single model."
In the following post it was said that new incumbents are interexchanged between different threads:
https://support.gurobi.com/hc/en-us/community/posts/360058506892-Is-Parallel-exploration-of-tree-for-MIP-concurrent-with-callback-execution-?input_string=Concurrent%20Optimizer%20and%20callbacks

In my callback I am using

if where == GRB.Callback.MIPSOL:

to write a solution to file when a new solution is found. I can't investigate it in the last details but it seems to me, that this only happens if a new solution was found in Instance 0. When the log says "Instance 1 was solved" the new solution is not written to file.

Is that the wanted behaviour?

 

Related to

• Concurrent
• Callbacks

0

• 

  David Torres Sanchez

  Gurobi Staff

  • September 05, 2023 14:14

  Hi Thomas,

  I am not sure what you mean here. Could you provide your code example?
  Also, you may want to have a look the callback.py example and the callback codes page.

  Cheers, 
  David

  0
• 

  Thomas Leveringhaus

  • September 07, 2023 09:50

  

  

  

  Hi David,

  I have a callback-function like this (in python):

  def writesolution_callback(model, where):
      if where == GRB.Callback.MIPSOL:
          [...] # processing of the solution and creation of the dictionary named dictionary
          with open("solution.json", "w") as outfile:
              json.dump(dictionary, outfile)

  This callback-function is called by gurobi:

  model._vars = model.getVars()
  model.optimize(writesolution_callback)

  With model.setParam(GRB.Param.ConcurrentMIP, 2)  I observed that the solution is only written to file (as wanted with the callback) if a new solution was found in Instance 0 of ConcurrentMIP. When the log says "Instance 1 was solved" the new solution is not written to file. It seems to me that callbacks are only called from Instance 0 - is that the wanted behaviour of Gurobi?

  Best regards

  Thomas

  0
• 

  Thomas Leveringhaus

  • September 07, 2023 09:53

  

  

  

  Or maybe Callbacks are called from alle ConcurrentMIP-Instances but maybe identifying "if where == GRB.Callback.MIPSOL" doesn't work properly in different instances?

  0
• 

  David Torres Sanchez

  Gurobi Staff

  • September 12, 2023 15:40

  Hi Thomas,

  Sorry for the delay.

  Thanks for the extra info. Indeed as you mention in the first message callbacks are only registered for a single solve or instance (this solve uses multiple threads).

  If you want to explore an alternative maybe the Pool related parameters might be helpful: Finding Multiple Solutions.

  Cheers,
  David

  0
• 

  Thomas Leveringhaus

  • September 13, 2023 09:17

  

  

  

  Hi David,

  thank you for your answer: Then it is a feature not a bug ;-)

  But that is a pity for me, because I can't save the new found solution to file during optimization.

  Is there a special reason why callbacks are only used in one instance? Do you fear race conditions or something like that? I would be interested in a scientific reason. Or is it just not yet implemented? Are there plans to enable callbacks (or at least some types of them) for all instances in ConcurrentMIP?

  Best regards

  Thomas

  0
• 

  David Torres Sanchez

  Gurobi Staff

  • September 14, 2023 16:27

  Hi Thomas,

  I think it is not yet implemented.
  I will relay this feature request to the developers.

  Cheers, 
  David

  0
• 

  Thomas Leveringhaus

  • September 18, 2023 10:34

  

  

  

  Thank you David!

  0

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