7.7 Progress and data callback¶
Callbacks are a very useful mechanism that allow the caller to track the progress of the MOSEK optimizer. A callback function provided by the user is regularly called during the optimization and can be used to
obtain a customized log of the solver execution,
collect information for debugging purposes or
ask the solver to terminate.
Warning
The callbacks functions must not invoke any functions of the solver, environment or task. Otherwise the state of the solver and its outcome are undefined. The only exception is the possibility to retrieve an integer solution, see below.
Retrieving mixed-integer solutions
If the mixed-integer optimizer is used, the callback will take place, in particular, every time an improved integer solution is found. In that case it is possible to retrieve the current values of the best integer solution from within the callback function. It can be useful for implementing complex termination criteria for integer optimization.
7.7.1 Data callback¶
In the data callback MOSEK passes a callback code and values of all information items to a user-defined function. The callback function is called, in particular, at the beginning of each iteration of the interior-point optimizer. For the simplex optimizers Iparam::LOG_SIM_FREQ controls how frequently the call-back is called.
In order to attach a stream handler we must use an object with callbacks (struct TaskCB), created with Task.with_callbacks. In most cases it is natural just to create all tasks as tasks with callbacks, for example:
let mut task = env.task().unwrap().with_callbacks();
The callback is set by calling the method Task.put_callback with a user-defined function which takes the callback code and values of information items.
Non-zero return value of the callback function indicates that the optimizer should be terminated.
7.7.2 Working example: Data callback¶
The following example defines a data callback function that prints out some of the information items. It interrupts the solver after a certain time limit.
fn callback(caller : i32, dinf : &[f64], iinf : &[i32], _linf : &[i64]) -> bool {
let mut opttime = 0.0;
match caller {
Callbackcode::BEGIN_INTPNT =>
println!("Starting interior-point optimizer"),
Callbackcode::INTPNT => {
let itrn = iinf[Iinfitem::INTPNT_ITER as usize];
let pobj = dinf[Dinfitem::INTPNT_PRIMAL_OBJ as usize];
let dobj = dinf[Dinfitem::INTPNT_DUAL_OBJ as usize];
let stime = dinf[Dinfitem::INTPNT_TIME as usize];
opttime = dinf[Dinfitem::OPTIMIZER_TIME as usize];
println!("Iterations: {:-3}",itrn);
println!(" Elapsed time: {:6.2}({:.2})",opttime, stime);
println!(" Primal obj.: {:-18.6e} Dual obj.: {:-18.6e}",pobj, dobj);
},
Callbackcode::END_INTPNT =>
println!("Interior-point optimizer finished."),
Callbackcode::BEGIN_PRIMAL_SIMPLEX =>
println!("Primal simplex optimizer started."),
Callbackcode::UPDATE_PRIMAL_SIMPLEX => {
let itrn = iinf[Iinfitem::SIM_PRIMAL_ITER as usize];
let pobj = dinf[Dinfitem::SIM_OBJ as usize];
let stime = dinf[Dinfitem::SIM_TIME as usize];
opttime = dinf[Dinfitem::OPTIMIZER_TIME as usize];
println!("Iterations: {:-3}",itrn);
println!(" Elapsed time: {:6.2}({:.2})",opttime, stime);
println!(" Obj.: {:-18.6e}",pobj);
},
Callbackcode::END_PRIMAL_SIMPLEX =>
println!("Primal simplex optimizer finished."),
Callbackcode::BEGIN_DUAL_SIMPLEX =>
println!("Dual simplex optimizer started."),
Callbackcode::UPDATE_DUAL_SIMPLEX => {
let itrn = iinf[Iinfitem::SIM_DUAL_ITER as usize];
let pobj = dinf[Dinfitem::SIM_OBJ as usize];
let stime = dinf[Dinfitem::SIM_TIME as usize];
opttime = dinf[Dinfitem::OPTIMIZER_TIME as usize];
println!("Iterations: {:-3}", itrn);
println!(" Elapsed time: {:6.2}({:.2})",opttime,stime);
println!(" Obj.: {:-18.6e}",pobj);
},
Callbackcode::END_DUAL_SIMPLEX =>
println!("Dual simplex optimizer finished."),
Callbackcode::NEW_INT_MIO => {
println!("New integer solution has been located.");
// let mut xx = vec![0.0; ]
// xx = task.get_xx(Soltype::ITG);
// println!(xx);
println!("Obj.: {}",dinf[Dinfitem::MIO_OBJ_INT as usize]);
}
_ => {
}
}
if opttime >= MAXTIME {
// mosek is spending too much time. Terminate it.
println!("Terminating.");
false
}
else {
true
}
}
Assuming that we have defined a task task and a time limit maxtime, the callback function is attached as follows:
