ListOfModelAttributesSet does not include callbacks

[bachdavi]

Hey!

As the title says, we get an error when printing in LP format with Gurobi:

ERROR: MathOptInterface.UnsupportedAttribute{Gurobi.CallbackFunction}: Attribute Gurobi.CallbackFunction() is not supported by the model.
Stacktrace:

Here is a MRE on the latest version 1.3.1 of Gurobi.jl.

import Gurobi
import MathOptInterface as MOI

model = MOI.instantiate(() -> Gurobi.Optimizer(); with_cache_type = Float64, with_bridge_type = Float64)
MOI.set(model, Gurobi.CallbackFunction(), () -> nothing)
MOI.Utilities.loadfromstring!(
           model,
           """
       variables: x, y, z
       minobjective: 1.0 * x + 1.0 * y + 1.0 * z
       c1: x + y == 2.0
       c2: x + y + z >= 0.0
       c3: 1.0 * x * x + -1.0 * y * y + -1.0 * z * z >= 0.0
       x >= 0.0
       y >= 0.0
       z >= 0.0
       """)
print_options = (; format = MOI.FileFormats.FORMAT_LP)
dest = MOI.FileFormats.Model(; print_options...)
MOI.copy_to(dest, model)

If I omit the line that sets the Gurobi.CallbackFunction, printing works. Also using the Gurobi.Optimizer() directly instead of a cached optimizer works.

Edit: I thought we could set CallbackFunction to nothing before printing but that unfortunately resets the optimizer state. Printing works correctly in that case.

Thank you!

[odow]

This error is expected behavior. The LP writer does not support serializing Gurobi.CallbackFunction to disk.

I think this is just asking for a way to unset the CallbackFunction.

Gurobi.Optimizer works because we don't properly report that a callback is set (this is a separate bug):

Gurobi.jl/src/MOI_wrapper/MOI_wrapper.jl

Lines 748 to 764 in 9bafe7d

	function MOI.get(model::Optimizer, ::MOI.ListOfModelAttributesSet)
	if MOI.is_empty(model)
	return Any[]
	end
	attributes = Any[]
	if model.objective_sense !== nothing
	push!(attributes, MOI.ObjectiveSense())
	end
	if model.is_objective_set
	F = MOI.get(model, MOI.ObjectiveFunctionType())
	push!(attributes, MOI.ObjectiveFunction{F}())
	end
	if MOI.get(model, MOI.Name()) != ""
	push!(attributes, MOI.Name())
	end
	return attributes
	end

[odow]

Why do you need this?

[bachdavi]

Thanks for the quick answer :)

We need this because we use Gurobi callbacks to store some state while solving, and depending on the user query we will also print the problem. Disabling the callback without resetting the optimizer state would solve our issue. I've tried a bunch of things, but no luck so far. Do you have any tips?

[odow]

If you know that you're using Gurobi

Gurobi.GRBwrite(JuMP.unsafe_backend(model), "model.lp")

[bachdavi]

That works! Thanks! Closing this.

[odow]

Perhaps there is an argument to exclude. I'll discuss this at our next monthly meeting

[odow]

Call says:

• Check/make set to nothing support. We might need to make UniversalFallback support this.
• otherwise check if the ModelFilter works
• We should error because the callback is part of the model

[odow]

Just to follow up on this. The next release of MOI will support MOI.set(model, Gurobi.CallbackFunction(), nothing) as a way to remove the callback.

[bachdavi]

Just to follow up on this. The next release of MOI will support MOI.set(model, Gurobi.CallbackFunction(), nothing) as a way to remove the callback.

Thanks @odow ❤️