Catch [CTRL+C] and gracefully exit

[odow]

Closes #52
Closes #53

An updated attempt at #52, inspired by #53.

Does anyone watching this repository have access to a Windows machine they could test this on?

Throwing an interrupt from a callback worked, but on Mac, I could not get a script to exit correctly on CTRL+C. I have to hold down CTRL+C to force a SIGINT, and then I get a Gurobi Error 10017, OPTIMIZATION_IN_PROGRESS.

ERROR: Gurobi Error 10017: 
Stacktrace:
 [1] _check_ret at /Users/oscar/.julia/dev/Gurobi/src/MOI_wrapper.jl:266 [inlined]
 [2] _get_intattr(::Gurobi.Optimizer, ::String) at /Users/oscar/.julia/dev/Gurobi/src/MOI_wrapper.jl:2398
 [3] _is_mip at /Users/oscar/.julia/dev/Gurobi/src/MOI_wrapper.jl:2429 [inlined]
 [4] get(::Gurobi.Optimizer, ::MathOptInterface.DualStatus) at /Users/oscar/.julia/dev/Gurobi/src/MOI_wrapper.jl:2436
 [5] optimize!(::Gurobi.Optimizer) at /Users/oscar/.julia/dev/Gurobi/src/MOI_wrapper.jl:2335
 [6] top-level scope at /Users/oscar/.julia/dev/Gurobi/interrupt.jl:17
 [7] include(::Function, ::Module, ::String) at ./Base.jl:380
 [8] include(::Module, ::String) at ./Base.jl:368
 [9] exec_options(::Base.JLOptions) at ./client.jl:296
 [10] _start() at ./client.jl:506
in expression starting at /Users/oscar/.julia/dev/Gurobi/interrupt.jl:17

Here is the script I was running:

using Gurobi
const MOI = Gurobi.MOI

download(
    "ftp://ftp.numerical.rl.ac.uk/pub/cuter/netlib/QAP12.SIF",
    "QAP12.mps"
)
mps = MOI.FileFormats.MPS.Model()
MOI.read_from_file(mps, "QAP12.mps")
model = Gurobi.Optimizer()
MOI.copy_to(model, mps)
MOI.add_constraint.(
    model,
    MOI.get(model, MOI.ListOfVariableIndices()),
    MOI.Integer(),
);
MOI.optimize!(model)
@show MOI.get(model, MOI.PrimalStatus())
@assert MOI.get(model, MOI.TerminationStatus()) == MOI.INTERRUPTED

I'll reach out to Gurobi support. Not sure if this is publicly accessible, but here is the support ticket: https://support.gurobi.com/hc/en-us/requests/12868.

[odow]

Updated GIF with the latest commit. We successfully interrupt with a feasible primal solution.

[odow]

Barring objections, I'll leave this open for another 48 hours, then merge.

[blegat]

Works for me too with your example

julia> versioninfo()
Julia Version 1.5.0
Commit 96786e22cc (2020-08-01 23:44 UTC)
Platform Info:
  OS: Linux (x86_64-pc-linux-gnu)
  CPU: Intel(R) Core(TM) i7-6700HQ CPU @ 2.60GHz
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-9.0.1 (ORCJIT, skylake)

julia> MOI.optimize!(model)
Gurobi Optimizer version 9.0.3 build v9.0.3rc0 (linux64)
Optimize a model with 3192 rows, 8856 columns and 38304 nonzeros
Model fingerprint: 0xb5c0f40e
Variable types: 0 continuous, 8856 integer (0 binary)
Coefficient statistics:
  Matrix range     [1e+00, 1e+00]
  Objective range  [2e+00, 1e+02]
  Bounds range     [0e+00, 0e+00]
  RHS range        [1e+00, 1e+00]
Presolve time: 0.08s
Presolved: 3192 rows, 8856 columns, 38304 nonzeros
Variable types: 0 continuous, 8856 integer (8856 binary)
Found heuristic solution: objective 724.0000000

Root simplex log...

Iteration    Objective       Primal Inf.    Dual Inf.      Time
   19534    3.5605418e+02   1.925783e+05   0.000000e+00      5s
   29944    4.2440709e+02   2.400263e+05   0.000000e+00     10s
   36504    4.5645955e+02   1.263004e+05   0.000000e+00     15s
   42934    4.7864415e+02   4.219360e+03   0.000000e+00     20s
   49554    4.9218340e+02   7.402823e+04   0.000000e+00     25s
   55524    5.0254681e+02   6.533896e+04   0.000000e+00     30s
   61624    5.0807071e+02   2.470515e+05   0.000000e+00     35s
   67314    5.1246736e+02   5.730068e+02   0.000000e+00     40s
   72334    5.1533665e+02   1.126381e+03   0.000000e+00     45s
^C
Root relaxation: interrupted, 76764 iterations, 48.21 seconds

    Nodes    |    Current Node    |     Objective Bounds      |     Work
 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0          -    0       724.00000    0.00000   100%     -   48s

Explored 0 nodes (76764 simplex iterations) in 48.33 seconds
Thread count was 8 (of 8 available processors)

Solution count 1: 724 

Solve interrupted
Best objective 7.240000000000e+02, best bound 0.000000000000e+00, gap 100.0000%

User-callback calls 1348, time in user-callback 0.01 sec

julia> MOI.get(model, MOI.TerminationStatus())
INTERRUPTED::TerminationStatusCode = 23

julia> MOI.get(model, MOI.RawStatusString())
"Optimization was terminated by the user."