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Callback support for HiGHS #17

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rlloretb opened this issue Jul 6, 2024 · 6 comments
Open

Callback support for HiGHS #17

rlloretb opened this issue Jul 6, 2024 · 6 comments
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enhancement New feature or request

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@rlloretb
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rlloretb commented Jul 6, 2024

Following our previous discussion on HiGHS repo, can callback be supported for HiGHs as well?
I can help with testing.

@metab0t
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metab0t commented Jul 6, 2024

Yes. I read the documentation of HiGHS callback recently. If I understand correctly, the capability of HiGHS callback is quite limited, we can only query some information or interrupt optimization.

Can you tell me more about your usage of callback of HiGHS and expectation of the functionality?

@rlloretb
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rlloretb commented Jul 6, 2024

My interest is in adding user cuts at the root node to tighten the relaxation. I am asking HiGHs devs if it is actually implemented. It is not clear from the documentation if cuts are possible with the current callback entry points.

@metab0t
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metab0t commented Jul 7, 2024

It seems that user cut and lazy constraint haven't been implemented in HiGHS currently.

I will leave this issue open and get back to this once HiGHS implements these features.

@rlloretb
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rlloretb commented Jul 7, 2024

Great. I asked them and the devs put it as feature request.

ERGO-Code/HiGHS#1837

@metab0t metab0t added the enhancement New feature or request label Jul 7, 2024
@staadecker
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Fyi, I've gotten a similar request for Gurobi from my team.

@metab0t
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metab0t commented Dec 12, 2024

Fyi, I've gotten a similar request for Gurobi from my team.

https://metab0t.github.io/PyOptInterface/callback.html

Callback is supported for Gurobi

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