Ability for Callback function during optimization run #383

[Philippe1123]

Hello everyone,

I already posted this in the "Issues" section but realized it would perhaps fit better in the "discussion" part. My apologies for the double post.

I am trying to implement a callback option for my InfiniteOpt problem in a similar way as described here:

https://stackoverflow.com/questions/75650626/intermediate-values-through-callback-functions

Is this currently possible in InfiniteOpt?
I now get the following error:

MethodError: no method matching set(::InfiniteModel, ::Ipopt.CallbackFunction, ::typeof(my_callback))
The function set exists, but no method is defined for this combination of argument types.

Thank you all for your help!

[pulsipher]

Hi @Philippe1123,

This is not supported with InfiniteModels. But you can simply use the underlying transcription model (a JuMP model) for the callback. To learn more about extracting the underlying JuMP model and how to map the variables between the two models, please see https://infiniteopt.github.io/InfiniteOpt.jl/stable/guide/transcribe/. Please let me know if you have any follow up questions.