Provide the user_data to the callbacks

ext/IpoptMathOptInterfaceExt/MOI_wrapper.jl

@@ -1285,6 +1285,7 @@ function _setup_model(model::Optimizer)
         eval_grad_f_cb,
         eval_jac_g_cb,
         has_hessian ? eval_h_cb : nothing,
+        nothing,  # we could use the model in the future but it is a breaking change for the signature of the callback
     )
     if model.sense == MOI.MIN_SENSE
         Ipopt.AddIpoptNumOption(model.inner, "obj_scaling_factor", 1.0)

src/C_wrapper.jl

@@ -3,7 +3,7 @@
 # Use of this source code is governed by an MIT-style license that can be found
 # in the LICENSE.md file or at https://opensource.org/licenses/MIT.
 
-mutable struct IpoptProblem
+mutable struct IpoptProblem{M}
     ipopt_problem::Ptr{Cvoid}   # Reference to the internal data structure
     n::Int                      # Num vars
     m::Int                      # Num cons
@@ -21,6 +21,8 @@ mutable struct IpoptProblem
     eval_jac_g::Function
     eval_h::Union{Function,Nothing}
     intermediate::Union{Function,Nothing}
+    # User data
+    user_model::M
 end
 
 Base.unsafe_convert(::Type{Ptr{Cvoid}}, p::IpoptProblem) = p.ipopt_problem
@@ -37,7 +39,11 @@ function _Eval_F_CB(
     if x_new == Cint(1)
         prob.x .= x
     end
-    new_obj = convert(Float64, prob.eval_f(x))::Float64
+    if isnothing(prob.user_model)
+        new_obj = convert(Float64, prob.eval_f(x))::Float64
+    else
+        new_obj = convert(Float64, prob.eval_f(prob.user_model, x))::Float64
+    end
     unsafe_store!(obj_value, new_obj)
     return Cint(1)
 end
@@ -53,7 +59,11 @@ function _Eval_Grad_F_CB(
     prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
     new_grad_f = unsafe_wrap(Array, grad_f, Int(n))
     x = unsafe_wrap(Array, x_ptr, Int(n))
-    prob.eval_grad_f(x, new_grad_f)
+    if isnothing(prob.user_model)
+        prob.eval_grad_f(x, new_grad_f)
+    else
+        prob.eval_grad_f(prob.user_model, x, new_grad_f)
+    end
     return Cint(1)
 end
 
@@ -71,7 +81,11 @@ function _Eval_G_CB(
     if x_new == Cint(1)
         prob.x .= x
     end
-    prob.eval_g(x, new_g)
+    if isnothing(prob.user_model)
+        prob.eval_g(x, new_g)
+    else
+        prob.eval_g(prob.user_model, x, new_g)
+    end
     return Cint(1)
 end
 
@@ -91,10 +105,18 @@ function _Eval_Jac_G_CB(
     rows = unsafe_wrap(Array, iRow, Int(nele_jac))
     cols = unsafe_wrap(Array, jCol, Int(nele_jac))
     if values_ptr == C_NULL
-        prob.eval_jac_g(x, rows, cols, nothing)
+        if isnothing(prob.user_model)
+            prob.eval_jac_g(x, rows, cols, nothing)
+        else
+            prob.eval_jac_g(prob.user_model, x, rows, cols, nothing)
+        end
     else
         values = unsafe_wrap(Array, values_ptr, Int(nele_jac))
-        prob.eval_jac_g(x, rows, cols, values)
+        if isnothing(prob.user_model)
+            prob.eval_jac_g(x, rows, cols, values)
+        else
+            prob.eval_jac_g(prob.user_model, x, rows, cols, values)
+        end
     end
     return Cint(1)
 end
@@ -123,10 +145,18 @@ function _Eval_H_CB(
     rows = unsafe_wrap(Array, iRow, Int(nele_hess))
     cols = unsafe_wrap(Array, jCol, Int(nele_hess))
     if values_ptr == C_NULL
-        prob.eval_h(x, rows, cols, obj_factor, lambda, nothing)
+        if isnothing(prob.user_model)
+            prob.eval_h(x, rows, cols, obj_factor, lambda, nothing)
+        else
+            prob.eval_h(prob.user_model, x, rows, cols, obj_factor, lambda, nothing)
+        end
     else
         values = unsafe_wrap(Array, values_ptr, Int(nele_hess))
-        prob.eval_h(x, rows, cols, obj_factor, lambda, values)
+        if isnothing(prob.user_model)
+            prob.eval_h(x, rows, cols, obj_factor, lambda, values)
+        else
+            prob.eval_h(prob.user_model, x, rows, cols, obj_factor, lambda, values)
+        end
     end
     return Cint(1)  # Return TRUE for success.
 end
@@ -148,19 +178,36 @@ function _Intermediate_CB(
     try
         return reenable_sigint() do
             prob = unsafe_pointer_to_objref(user_data)::IpoptProblem
-            return prob.intermediate(
-                alg_mod,
-                iter_count,
-                obj_value,
-                inf_pr,
-                inf_du,
-                mu,
-                d_norm,
-                regularization_size,
-                alpha_du,
-                alpha_pr,
-                ls_trials,
-            )
+            if isnothing(prob.user_model)
+                return prob.intermediate(
+                    alg_mod,
+                    iter_count,
+                    obj_value,
+                    inf_pr,
+                    inf_du,
+                    mu,
+                    d_norm,
+                    regularization_size,
+                    alpha_du,
+                    alpha_pr,
+                    ls_trials,
+                )
+            else
+                return prob.intermediate(
+                    prob.user_model,
+                    alg_mod,
+                    iter_count,
+                    obj_value,
+                    inf_pr,
+                    inf_du,
+                    mu,
+                    d_norm,
+                    regularization_size,
+                    alpha_du,
+                    alpha_pr,
+                    ls_trials,
+                )
+            end
         end
     catch err
         if !(err isa InterruptException)
@@ -184,6 +231,7 @@ function CreateIpoptProblem(
     eval_grad_f,
     eval_jac_g,
     eval_h,
+    user_model=nothing,
 )
     @assert n == length(x_L) == length(x_U)
     @assert m == length(g_L) == length(g_U)
@@ -272,13 +320,14 @@ function CreateIpoptProblem(
         zeros(Float64, n),
         zeros(Float64, n),
         0.0,
-        0,
+        Cint(0),
         eval_f,
         eval_g,
         eval_grad_f,
         eval_jac_g,
         eval_h,
         nothing,
+        user_model,
     )
     finalizer(FreeIpoptProblem, prob)
     return prob