Simple Callback

Prepare the master and subproblem for Benders decomposition.

from benderslib import ClassicalBenders, CallbackBase, BendersContext, CST
from benderslib.solvers import Gurobi

from gurobipy import Model, GRB


def make_master_problem():
    model = Model("Master")
    x = model.addVar(name="x", vtype=GRB.INTEGER)
    z = model.addVar(name="z")
    model.setObjective(x)
    model.update()
    return model, [x.VarName, z.VarName]


def make_sub_problem():
    model = Model("Sub")
    master_x = model.addVar(name="x")
    y = model.addVar(name="y")
    master_z = model.addVar(name="z")
    model.setObjective(2 * y)
    model.addConstr(master_x + y + master_z == 14)
    model.addConstr(master_x - y == 2)
    model.update()
    return model

Define a custom callback by inheriting from CallbackBase.

class MyCallback(CallbackBase):
    some_persistent_data = ">>>>>>>> Hi there! >>>>>>>>>"

    def on_benders_start(self, context: BendersContext):
        print("Benders process started!")
        print(self.some_persistent_data)

Define a lightweight function as a callback.

def on_iteration_end(context: BendersContext):
    print(f"Starting iteration: {context.state.n_iter} ...")

    if context.state.n_iter == 1:
        print("Reached maximum iterations, terminating...")
        return CST.TERMINATE

Use the callback in the Benders decomposition process.

master_model, complicating_vars = make_master_problem()
sub_model = make_sub_problem()

BD = ClassicalBenders.from_models(
    master_model, Gurobi,
    sub_model, Gurobi,
    complicating_vars=complicating_vars
)

# Turn off console logging
BD.params.log_to_console = False

# Register the callback
BD.register(MyCallback)
BD.register(on_iteration_end)

# Solve the problem
BD.solve()

See also

• This example uses the Callbacks functionality.

Tags: benders: classical, solver: gurobi, deterministic, callback