Problem with CPLEX lazy callback and JuMP

Specific Domains Optimization (Mathematical)
1

Hi!

When trying to use lazy callbacks in JuMP I get the following error if CPLEX is used as solver:

ERROR: LoadError: TypeError: in typeassert, expected Tuple{CPLEX.Model,Function}, got a value of type Tuple{UInt64,Int64}

from function callback_wrapper(::Ptr{Nothing}, ::Int32, ::Ptr{Nothing}) at
at .julia\packages\CPLEX\DgohF\src\cpx_generic_callbacks.jl:15

The MWE is simply the callback example found in the Julia manual:

model = Model(GLPK.Optimizer)
@variable(model, x <= 10, Int)
@objective(model, Max, x)
function my_callback_function(cb_data)
    x_val = callback_value(cb_data, x)
    if x_val > 2 + 1e-6
        con = @build_constraint(x <= 2)
        MOI.submit(model, MOI.LazyConstraint(cb_data), con)
    end
end
MOI.set(model, MOI.LazyConstraintCallback(), my_callback_function)

The same error is obtained with both CPLEX 12.10 and CPLEX 12.8 on a machine running Windows 8.1. The error disappears when using GLPK as a solver.
I am using Julia 1.5.0.
Any idea of how to solve this problem?
Thanks,
Michele

2

This is a known error: https://github.com/jump-dev/CPLEX.jl/issues/312

Until it gets fixed, use an older version of Julia (like 1.0 or 1.3).

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3

Hi odow,
thank you very much for your answer!
Sorry for opening this topic then: in fact I searched a lot before writing, but without finding your link.
Best regards,
Michele

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