Callback Settable Options

A few options that control the termination of the solving process can be modified from within a callback within Gurobi (version 12.0 or higher), using the procedure GMP::SolverSession::SetOptionValue. These options are:

• Time Limit

• Barrier Iteration Limit

• Feasibility Pump Passes

• Node Limit

• Work Limit

This makes it easier to implement custom termination criteria that, for example, set a time limit based on dynamic solving process data like the current MIP gap. For example:

Procedure IncumbentCallback {
    Arguments: (ThisSession);
    Body: {
        Obj := GMP::SolverSession::GetObjective( ThisSession );
        BestBound := GMP::SolverSession::GetBestBound( ThisSession );
        MIPgap := abs( (Obj - BestBound) / Obj );

        if ( MIPgap <= 0.05 ) then
            GMP::SolverSession::SetOptionValue( ThisSession, "Time limit", 60 );
        endif;

        return 1;
    }
    ElementParameter ThisSession {
        Range: AllSolverSessions;
        Property: Input;
    }
    Parameter Obj;
    Parameter BestBound;
    Parameter MIPgap;
}

In this example the time limit is set to 60 seconds once the MIP gap reaches 5%.

Note

• The constraint must be linear; a quadratic constraint is not allowed to be an indicator constraint.