Concurrent Optimizer and callbacks

回答済み

Thomas Leveringhaus

2023年08月29日 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?

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7件のコメント

David Torres Sanchez

Gurobi Staff

2023年09月05日 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

2023年09月07日 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

2023年09月07日 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?
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David Torres Sanchez

Gurobi Staff

2023年09月12日 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

2023年09月13日 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

2023年09月14日 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

2023年09月18日 10:34
Thank you David!
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