CPLEX.jl: how to call CPXcallbackgetinfoint?

odow · May 20, 2020, 2:36pm

You need to pass cb_data.context to cpx_ccall instead of cb_data.

Note that you can access the full CPLEX generic callback if you use CPLEX.CallbackFunction() instead of MOI.UserCutCallback().

This isn’t really documented, but you can see an example here:

github.com

jump-dev/CPLEX.jl/blob/5ae4628446470fa0a46438cdfe577155dbcfd54c/test/MathOptInterface/MOI_callbacks.jl#L304-L331


      
          function callback_function(cb_data::CPLEX.CallbackContext, cb_where)
              push!(cb_calls, cb_where)
              if cb_where != CPLEX.CPX_CALLBACKCONTEXT_CANDIDATE
                  return
              end
              CPLEX.callbackgetcandidatepoint(model, cb_data, cb_where)
              x_val = MOI.get(model, MOI.CallbackVariablePrimal(cb_data), x)
              y_val = MOI.get(model, MOI.CallbackVariablePrimal(cb_data), y)
              if y_val - x_val > 1 + 1e-6
                  MOI.submit(model, MOI.LazyConstraint(cb_data),
                      MOI.ScalarAffineFunction{Float64}(
                          MOI.ScalarAffineTerm.([-1.0, 1.0], [x, y]),
                          0.0
                      ),
                      MOI.LessThan{Float64}(1.0)
                  )
              elseif y_val + x_val > 3 + 1e-6
                  MOI.submit(model, MOI.LazyConstraint(cb_data),
                      MOI.ScalarAffineFunction{Float64}(
                          MOI.ScalarAffineTerm.([1.0, 1.0], [x, y]),

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CPLEX.jl: how to call CPXcallbackgetinfoint?

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