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[Utilities] allow callbacks through CachingOptimizer #1618

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Merged
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Sep 18, 2021
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[Utilities] allow callbacks through CachingOptimizer #1618

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3a583f6
[Utilities] allow callbacks through CachingOptimizer
odow Sep 17, 2021
e2d4f05
Update cachingoptimizer.jl
odow Sep 17, 2021
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11 changes: 11 additions & 0 deletions src/Utilities/cachingoptimizer.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -271,6 +271,17 @@ MOI.is_empty(m::CachingOptimizer) = MOI.is_empty(m.model_cache)

function MOI.optimize!(m::CachingOptimizer)
if m.mode == AUTOMATIC && m.state == EMPTY_OPTIMIZER
# Here is a special case for callbacks: we can't use the two-argument
# call to optimize! because we need the `optimizer_to_model_map` to be
# set _prior_ to starting the optimization process. Therefore, we need
# to check if we have an `AbstractCallback` set and attach the optimizer
# before recalling `MOI.optimize!`.
for attr in MOI.get(m, MOI.ListOfModelAttributesSet())
if attr isa MOI.AbstractCallback
attach_optimizer(m)
return MOI.optimize!(m)
end
end
indexmap, copied = MOI.optimize!(m.optimizer, m.model_cache)
if copied
m.state = ATTACHED_OPTIMIZER
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