Current status with callbacks

Specific Domains Optimization (Mathematical)
3

You can try Gurobi callbacks with https://github.com/JuliaOpt/Gurobi.jl/pull/258
To use the Gurobi-specific callback with JuMP v0.19 or v0.20, do

using JuMP
model = direct_model(Gurobi.Optimizer())
...
MOI.set(model, Gurobi.CallbackFunction(), (cb_data, cb_where) -> begin
    ...
end)
optimize!(model)
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