Callback for nonconvex QCP/MIQCP

Answered

Can Li

February 04, 2020 16:02

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Hi folks,

Does gurobi support callback for QCP/MIQCP. I tried the following small example in python and it does not seem to work?

Thanks in advance.

from gurobipy import *
model = Model("NewModel")
model.setParam("nonConvex", 2)

x = model.addVar(name="x")
y = model.addVar(name="y")
z = model.addVar(name="z")

# Set objective: maximize x
model.setObjective(1.0*x, GRB.MAXIMIZE)

# Add linear constraint: x + y + z <= 10
model.addConstr(x + y + z <= 10, "c0")

# Add bilinear inequality constraint: x * y <= 2
model.addConstr(x*y <= 2, "bilinear0")


# Add bilinear equality constraint: x * z + y * z == 1
model.addConstr(x*z + y*z == 1, "bilinear1")

def mycallback(model, where):
	if where == GRB.Callback.MIPSOL:
		sol = model.cbGetSolution([model._vars[0], model._vars[1]])
		if sol[0] + sol[1] > 1.1:
			model.cbLazy(model._vars[0] + model._vars[1] <= 1)

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

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:18 Edited

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Silke Horn

  • Gurobi Staff

  February 05, 2020 07:39

  Hi,

  There are two issues with your code:

  Firstly, because of Gurobi's lazy update approach, model.getVars() returns an empty list at this point. This is one of the rare occasions where you need to call model.update() first.

  Secondly, if you want to add lazy constraints through a callback, you need to set the LazyConstraints parameter to 1.

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  Can Li

  February 05, 2020 16:37

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  Thanks. It works

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