Added MIP callback examples to call_highs_from_python.py

Author: jajhall

examples/call_highs_from_python.py

@@ -6,6 +6,11 @@
 
 hscb = highspy.cb 
 
+# Constants for iteration limits or objective targets, adjust as required
+SIMPLEX_ITERATION_LIMIT = 100
+IPM_ITERATION_LIMIT = 100
+EGOUT_OBJECTIVE_TARGET = 610.0
+
 h = highspy.Highs()
 
 # h.setOptionValue("log_to_console", True)
@@ -230,7 +235,7 @@
 
 # Define a callback
 
-def user_interrupt_callback(
+def user_callback(
     callback_type,
     message,
     data_out,
@@ -240,28 +245,22 @@ def user_interrupt_callback(
     # dev_run = True
     dev_run = False
 
-    # Constants for iteration limits or objective targets, adjust as required
-    SIMPLEX_ITERATION_LIMIT = 100
-    IPM_ITERATION_LIMIT = 100
-    EGOUT_OBJECTIVE_TARGET = 1.0
-
     # Callback for MIP Improving Solution
     if callback_type == hscb.HighsCallbackType.kCallbackMipImprovingSolution:
         # Assuming it is a list or array
         assert user_callback_data is not None, "User callback data is None!"
-        local_callback_data = user_callback_data[0]
 
         if dev_run:
             print(f"userCallback(type {callback_type};")
-            print(f"data {local_callback_data:.4g}): {message}")
+            print(f"data {user_callback_data:.4g}): {message}")
             print(f"with objective {data_out.objective_function_value}")
             print(f"and solution[0] = {data_out.mip_solution[0]}")
 
         # Check and update the objective function value
         assert (
-            local_callback_data >= data_out.objective_function_value
+            user_callback_data >= data_out.objective_function_value
         ), "Objective function value is invalid!"
-        user_callback_data[0] = data_out.objective_function_value
+        user_callback_data = data_out.objective_function_value
 
     else:
         # Various other callback types
@@ -297,7 +296,7 @@ def user_interrupt_callback(
                 print(f"Objective = {data_out.objective_function_value:.4g}")
 
             data_in.user_interrupt = (
-                data_out.objective_function_value < EGOUT_OBJECTIVE_TARGET
+                data_out.objective_function_value < user_callback_data
             )
 
 
@@ -316,7 +315,7 @@ def user_interrupt_callback(
 
 
 # Set callback and run
-h.setCallback(user_interrupt_callback, None)
+h.setCallback(user_callback, None)
 h.startCallback(hscb.HighsCallbackType.kCallbackLogging)
 
 h.run()
@@ -356,3 +355,35 @@ def user_interrupt_callback(
 # ~~~
 # Clear so that incumbent model is empty
 h.clear()
+
+# Test MIP callbacks
+print("\negout as HighsModel")
+
+h.setOptionValue("output_flag", False);
+h.setOptionValue("presolve", "off");
+
+h.readModel("check/instances/egout.mps")
+
+for iCase in range(0, 2):
+    if iCase == 0:
+        user_callback_data = EGOUT_OBJECTIVE_TARGET;
+        h.setCallback(user_callback, user_callback_data)
+        h.startCallback(hscb.HighsCallbackType.kCallbackMipInterrupt)
+        required_model_status = highspy.HighsModelStatus.kInterrupt
+    else:
+        user_callback_data = 1e30;
+        h.setCallback(user_callback, user_callback_data)
+        h.startCallback(hscb.HighsCallbackType.kCallbackMipImprovingSolution)
+        required_model_status = highspy.HighsModelStatus.kOptimal
+
+    h.run()
+
+    assert (h.getModelStatus() == required_model_status)
+
+    print(f"user_callback_data = {user_callback_data}: Success!")
+    h.clearSolver()
+    
+
+
+
+