Gurobi Python API Callback

Answered

Ambareesh Vaidya

August 11, 2021 16:11

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Greetings,

I have been using the callback function in the python API for a MIP problem. For some reason running the code:

where == GRB.Callback.MIP

best_bnd = model.cbGet(GRB.Callback.MIP_OBJBND)

gives me the objective value rounded off to the closest integer value. The type is double according to the Gurobi documentation but for some reason the value in the output is an integer. 
I have been using the "bm23" instance. 

Is there a way to get the non-rounded value?

Hope I can find some help!

Thank you.

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:50 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?.
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  Eli Towle

  • Gurobi Staff

  August 11, 2021 21:03

  The objective function of model \( \texttt{bm23} \) is integral. The objective bound reported by Gurobi through \( \texttt{GRB.Callback.MIP_OBJBND} \) exploits the integrality of the objective function by rounding up to the nearest integer. This results in a tighter (and completely valid) bound. Is there a reason you want to query the weaker objective bound?

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  Ambareesh Vaidya

  August 11, 2021 21:24

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  Hello,

  I am trying to query the objective function at the root node before cuts are applied. The value for instance "bm23" at the root node is 20.57092 but using the MIP callback function the value is rounded to 21. Is there a way to get the value without rounding?

  Thank you 

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  Eli Towle

  • Gurobi Staff

  August 11, 2021 22:33

  The Gurobi C API includes the constants necessary to query the "continuous" objective bound (ObjBoundC) in a callback. The continuous objective bound does not include the additional integrality strengthening. In \( \texttt{gurobi_c.h} \), we have:

  #define GRB_CB_MIP_OBJBNDC 3007
  #define GRB_CB_MIPSOL_OBJBNDC 4007
  #define GRB_CB_MIPNODE_OBJBNDC 5008

  So, to query the continuous objective bound in a \( \texttt{MIP} \) callback through the Python API, pass in the integer code associated with the C API's \( \texttt{GRB_CB_MIP_OBJBNDC} \) constant to Model.cbGet():

  MIP_OBJBNDC = 3007
  
  def cb(model, where):
      if where == GRB.Callback.MIP:
          objbndc = model.cbGet(MIP_OBJBNDC)
          print(objbndc)

  Note that these callback codes are intentionally undocumented, because (i) it's rare to want to query the continuous bound when a tighter bound is readily available, and (ii) the results may not be as expected on problems other than MILPs.

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  Ambareesh Vaidya

  August 12, 2021 01:33

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  It worked! 

  Thank you!

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