Make CTRL+C work properly

[odow]

See https://discourse.julialang.org/t/gurobi12-reports-obj-value-obj-bound-in-a-min-program/126849/6?u=odow

[odow]

using JuMP, Gurobi
model = Model(Gurobi.Optimizer)
@variable(model, x)
@objective(model, Min, (x - 1) * x * (x + 1))
optimize!(model)

This might be a change because of the nonlinear stuff

[odow]

This is super weird. It seems to depend on the callback having enough time to catch the interrupt before diving back into C.

julia> using JuMP, Gurobi

julia> function main()
           model = Model(Gurobi.Optimizer)
           set_silent(model)
           @variable(model, x)
           @objective(model, Min, (x - 1) * x * (x + 1))
           function callback_2(cb_data, cb_where)
               if cb_where == 0
                   yield()
               end
           end
           set_attribute(model, Gurobi.CallbackFunction(), callback_2)
           optimize!(model)
           solution_summary(model)
       end
main (generic function with 1 method)

julia> main()
Set parameter LicenseID to value 890341
^CERROR: InterruptException:
Stacktrace:
 [1] _gurobi_callback_wrapper(p_model::Ptr{Nothing}, cb_data::Ptr{Nothing}, cb_where::Int32, p_user_data::Ptr{Nothing})
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_callbacks.jl:29
 [2] GRBoptimize
   @ ~/.julia/dev/Gurobi/src/gen120/libgrb_api.jl:1196 [inlined]
 [3] optimize!(model::Gurobi.Optimizer)
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_wrapper.jl:2797
 [4] optimize!
   @ ~/.julia/packages/MathOptInterface/TYq6d/src/Bridges/bridge_optimizer.jl:367 [inlined]
 [5] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:336
 [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:323
 [7] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
   @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:595
 [8] optimize!
   @ ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:546 [inlined]
 [9] main()
   @ Main ./REPL[62]:12
Some type information was truncated. Use `show(err)` to see complete types.

julia> main()
Set parameter LicenseID to value 890341
^CERROR: InterruptException:
Stacktrace:
 [1] _gurobi_callback_wrapper(p_model::Ptr{Nothing}, cb_data::Ptr{Nothing}, cb_where::Int32, p_user_data::Ptr{Nothing})
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_callbacks.jl:29
 [2] GRBoptimize
   @ ~/.julia/dev/Gurobi/src/gen120/libgrb_api.jl:1196 [inlined]
 [3] optimize!(model::Gurobi.Optimizer)
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_wrapper.jl:2797
 [4] optimize!
   @ ~/.julia/packages/MathOptInterface/TYq6d/src/Bridges/bridge_optimizer.jl:367 [inlined]
 [5] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:336
 [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:323
 [7] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
   @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:595
 [8] optimize!
   @ ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:546 [inlined]
 [9] main()
   @ Main ./REPL[62]:12
Some type information was truncated. Use `show(err)` to see complete types.

julia> main()
Set parameter LicenseID to value 890341
^CERROR: InterruptException:
Stacktrace:
 [1] _gurobi_callback_wrapper(p_model::Ptr{Nothing}, cb_data::Ptr{Nothing}, cb_where::Int32, p_user_data::Ptr{Nothing})
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_callbacks.jl:29
 [2] GRBoptimize
   @ ~/.julia/dev/Gurobi/src/gen120/libgrb_api.jl:1196 [inlined]
 [3] optimize!(model::Gurobi.Optimizer)
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_wrapper.jl:2797
 [4] optimize!
   @ ~/.julia/packages/MathOptInterface/TYq6d/src/Bridges/bridge_optimizer.jl:367 [inlined]
 [5] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:336
 [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:323
 [7] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
   @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:595
 [8] optimize!
   @ ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:546 [inlined]
 [9] main()
   @ Main ./REPL[62]:12
Some type information was truncated. Use `show(err)` to see complete types.

julia> main()
Set parameter LicenseID to value 890341
^CERROR: InterruptException:
Stacktrace:
 [1] _gurobi_callback_wrapper(p_model::Ptr{Nothing}, cb_data::Ptr{Nothing}, cb_where::Int32, p_user_data::Ptr{Nothing})
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_callbacks.jl:29
 [2] GRBoptimize
   @ ~/.julia/dev/Gurobi/src/gen120/libgrb_api.jl:1196 [inlined]
 [3] optimize!(model::Gurobi.Optimizer)
   @ Gurobi ~/.julia/dev/Gurobi/src/MOI_wrapper/MOI_wrapper.jl:2797
 [4] optimize!
   @ ~/.julia/packages/MathOptInterface/TYq6d/src/Bridges/bridge_optimizer.jl:367 [inlined]
 [5] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:336
 [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{…})
   @ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/TYq6d/src/Utilities/cachingoptimizer.jl:323
 [7] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::@Kwargs{})
   @ JuMP ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:595
 [8] optimize!
   @ ~/.julia/packages/JuMP/xlp0s/src/optimizer_interface.jl:546 [inlined]
 [9] main()
   @ Main ./REPL[62]:12
Some type information was truncated. Use `show(err)` to see complete types.

julia> main()
Set parameter LicenseID to value 890341
^C* Solver : Gurobi

* Status
  Result count       : 10
  Termination status : INTERRUPTED
  Message from the solver:
  "Optimization was terminated by the user."

* Candidate solution (result #1)
  Primal status      : FEASIBLE_POINT
  Dual status        : NO_SOLUTION
  Objective value    : -2.21721e+06
  Objective bound    : -5.36871e+14
  Relative gap       : 2.42138e+08
  Dual objective value : -5.36871e+14

* Work counters
  Solve time (sec)   : 2.30696e+00
  Simplex iterations : 2156
  Barrier iterations : 0
  Node count         : 143996