Stopping HiGHS Solver from Within Callback

[enri07]

Hi everyone,

I'm currently working on integrating some additional features related to HiGHS into our software, SMS++, and I had a question regarding the available callback mechanisms in HiGHS.

I've implemented our own callback system using the features already provided, and I'm wondering if there is currently a way to terminate the solver from within a callback. Specifically, let’s say the callback is triggered by kHighsCallbackMipImprovingSolution, and I receive a new solution. After performing some checks, I determine that this solution is sufficient for our purposes.

Is there a way to signal the solver to stop execution at that point, directly from within the callback?

Thanks so much for your time and support!

Best regards,
Enrico Calandrini

P.S. I'm also very interested in topic #1837 and am looking forward to any updates!

[jajhall]

Interruption is possible, but only with the three "Interrupt" callbacks (because there's currently no "bailout" mechanism from the points where the other callbacks are called).

• kCallbackSimplexInterrupt
• kCallbackIpmInterrupt
• kCallbackMipInterrupt

In your case, when the MIP interrupt callback is called, you'll have the following information in data_out

• running_time
• objective_function_value
• mip_node_count
• mip_total_lp_iterations
• mip_primal_bound
• mip_dual_bound
• mip_gap

and if you want to interrupt, then set data_in.user_interrupt to a nonzero value

Let me know if you've got any further queries

[enri07]

Hi Julian,

Thank you very much for your response. It wasn’t entirely clear to me that I could set specific values in the data_in structure. Is there any documentation available that outlines the key fields we can configure in this structure?

For instance, I noticed that in the latest release, you introduced the ability to provide integer feasible solutions to the MIP solver during execution. I assume this should also be passed via the data_in structure, but I'm not sure exactly which field needs to be set for that.

Thanks again for your help!

Best regards,
Enrico

[jajhall]

The data_in structure has a double* user_solution data member allowing the solution values - just for all variables at present - to be passed to HiGHS. Note that by supplying a user solution, the HiGHS MIP solver generally will become non-deterministic.