How to use the solver-dependent callback

Specific Domains Optimization (Mathematical)
2

Hi there,

Since this is your first post, take a read of Please read: make it easier to help you. In general, it’s easier to help if you add more content to your question. You can also put JuMP-related questions in the “Optimization (Mathematical)” section.

You need to use the C API for Gurobi: GitHub - jump-dev/Gurobi.jl: Julia interface for Gurobi Optimizer

So something like this should get you started

lb_pointer = Ref{Cdouble}(0.0)
GRBcbget(cb_data, ch_where, CRB_MIPSOL_OBJBND, lb_pointer)
lb = lp_pointer[]

There’s a JuMP tutorial for Benders decomposition with the solver-independent API, but it doesn’t use the objective bound:
https://jump.dev/JuMP.jl/stable/tutorials/algorithms/benders_decomposition/#Callback-method