Merge pull request #138 from JuliaOpt/fp/clean_callbacks

Clean wrapping of Knitro callbacks in Julia

examples/multipleCB.jl

@@ -30,7 +30,7 @@ using KNITRO, Test
 # The signature of this function matches KNITRO.KN_eval_callback in knitro.h.
 # Only "obj" is set in the KNITRO.KN_eval_result structure.
 function callbackEvalObj(kc, cb, evalRequest, evalResult, userParams)
-    xind = userParams[:data]
+    xind = userParams
 
     if evalRequest.evalRequestCode != KNITRO.KN_RC_EVALFC
         println("*** callbackEvalObj incorrectly called with eval type ", evalRequest.evalRequestCode)
@@ -47,7 +47,7 @@ end
 # The signature of this function matches KNITRO.KN_eval_callback in knitro.h.
 # Only "c0" is set in the KNITRO.KN_eval_result structure.
 function callbackEvalC0(kc, cb, evalRequest, evalResult, userParams)
-    xind = userParams[:data]
+    xind = userParams
 
     if evalRequest.evalRequestCode != KNITRO.KN_RC_EVALFC
         println("*** callbackEvalC0 incorrectly called with eval type ", evalRequest.evalRequestCode)
@@ -64,7 +64,7 @@ end
 # The signature of this function matches KNITRO.KN_eval_callback in knitro.h.
 # Only "c1" is set in the KNITRO.KN_eval_result structure.
 function callbackEvalC1(kc, cb, evalRequest, evalResult, userParams)
-    xind = userParams[:data]
+    xind = userParams
 
     if evalRequest.evalRequestCode != KNITRO.KN_RC_EVALFC
         println("*** callbackEvalC1 incorrectly called with eval type %d" % evalRequest.evalRequestCode)
@@ -85,7 +85,7 @@ end
 # The signature of this function matches KNITRO.KN_eval_callback in knitro.h.
 # Only "objGrad" is set in the KNITRO.KN_eval_result structure.
 function callbackEvalObjGrad(kc, cb, evalRequest, evalResult, userParams)
-    xind = userParams[:data]
+    xind = userParams
 
     if evalRequest.evalRequestCode != KNITRO.KN_RC_EVALGA
         println("*** callbackEvalObjGrad incorrectly called with eval type %d" % evalRequest.evalRequestCode)
@@ -105,7 +105,7 @@ end
 # The signature of this function matches KNITRO.KN_eval_callback in knitro.h.
 # Only gradient of c0 is set in the KNITRO.KN_eval_result structure.
 function callbackEvalC0Grad(kc, cb, evalRequest, evalResult, userParams)
-    xind = userParams[:data]
+    xind = userParams
 
     if evalRequest.evalRequestCode != KNITRO.KN_RC_EVALGA
         println("*** callbackEvalC0Grad incorrectly called with eval type ", evalRequest.evalRequestCode)

src/KNITRO.jl

@@ -17,7 +17,7 @@ module KNITRO
         f = Base.Meta.quot(Symbol("KTR_$(func)"))
         args = [esc(a) for a in args]
         quote
-            ccall(($f,libknitro), $(args...))
+            ccall(($f, libknitro), $(args...))
         end
     end
     "Load KNITRO version number via KTR API."

src/kn_attributes.jl

@@ -103,21 +103,23 @@ end
 ##################################################
 # Generic getters
 ##################################################
-function KN_get_number_vars(m::Model)
+function KN_get_number_vars(kc::Ptr{Cvoid})
     num_vars = Cint[0]
     ret = @kn_ccall(get_number_vars, Cint, (Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, num_vars)
+                    kc, num_vars)
     _checkraise(ret)
     return num_vars[1]
 end
+KN_get_number_vars(model::Model) = KN_get_number_vars(model.env.ptr_env)
 
-function KN_get_number_cons(m::Model)
+function KN_get_number_cons(kc::Ptr{Cvoid})
     num_cons = Cint[0]
     ret = @kn_ccall(get_number_cons, Cint, (Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, num_cons)
+                    kc, num_cons)
     _checkraise(ret)
     return num_cons[1]
 end
+KN_get_number_cons(model::Model) = KN_get_number_cons(model.env.ptr_env)
 
 function KN_get_obj_value(m::Model)
     obj = Cdouble[0]

src/kn_callbacks.jl

@@ -1,21 +1,31 @@
 # Callbacks utilities.
 
+# Note: we store here the number of constraints and variables defined
+# in the original Knitro model. We cannot retrieve these numbers during
+# callbacks invokation, as sometimes the number of variables and constraints
+# change internally in Knitro (e.g. when cuts are added when resolving
+# Branch&Bound). We prefer to use the number of variables and constraints
+# of the original model so that user's callbacks could consider that
+# the arrays of primal variable x and dual variable \lambda have fixed
+# sizes.
+function link!(cb::CallbackContext, model::Model)
+    cb.n = KN_get_number_vars(model)
+    cb.m = KN_get_number_cons(model)
+end
 
 ##################################################
 # Utils
 ##################################################
 function KN_set_cb_user_params(m::Model, cb::CallbackContext, userParams=nothing)
     if userParams != nothing
-        cb.userparams[:data] = userParams
+        cb.userparams = userParams
     end
-    # Store the model inside userParams
-    cb.userparams[:model] = m
+    # Link current callback context with Knitro model
+    link!(cb, m)
     # Store callback context inside KNITRO user data.
-    c_userdata = cb
-
     ret = @kn_ccall(set_cb_user_params, Cint,
                     (Ptr{Cvoid}, Ptr{Cvoid}, Any),
-                    m.env, cb, c_userdata)
+                    m.env, cb, cb)
     _checkraise(ret)
     return nothing
 end
@@ -78,60 +88,26 @@ end
 #--------------------
 # callback context getters
 #--------------------
-# TODO: dry this code with a macro.
-function KN_get_cb_number_cons(m::Model, cb::Ptr{Cvoid})
-    num = Cint[0]
-    ret = @kn_ccall(get_cb_number_cons,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
-end
-
-function KN_get_cb_objgrad_nnz(m::Model, cb::Ptr{Cvoid})
-    num = Cint[0]
-    ret = @kn_ccall(get_cb_objgrad_nnz,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
-end
-
-function KN_get_cb_jacobian_nnz(m::Model, cb::Ptr{Cvoid})
-    num = KNLONG[0]
-    ret = @kn_ccall(get_cb_jacobian_nnz,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
-end
-
-function KN_get_cb_hessian_nnz(m::Model, cb::Ptr{Cvoid})
-    num = KNLONG[0]
-    ret = @kn_ccall(get_cb_hessian_nnz,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
-end
-
-function KN_get_cb_number_rsds(m::Model, cb::Ptr{Cvoid})
-    num = Cint[0]
-    ret = @kn_ccall(get_cb_number_rsds,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
+macro callback_getter(function_name, return_type)
+    fname = Symbol("KN_" * string(function_name))
+    quote
+        function $(esc(fname))(kc::Ptr{Cvoid}, cb::Ptr{Cvoid})
+            result = zeros($return_type, 1)
+            ret = @kn_ccall($function_name, Cint,
+                            (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
+                            kc, cb, result)
+            _checkraise(ret)
+            return result[1]
+        end
+    end
 end
 
-function KN_get_cb_rsd_jacobian_nnz(m::Model, cb::Ptr{Cvoid})
-    num = KNLONG[0]
-    ret = @kn_ccall(get_cb_rsd_jacobian_nnz,
-                    Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cint}),
-                    m.env, cb, num)
-    _checkraise(ret)
-    return num[1]
-end
+@callback_getter get_cb_number_cons Cint
+@callback_getter get_cb_objgrad_nnz Cint
+@callback_getter get_cb_jacobian_nnz KNLONG
+@callback_getter get_cb_hessian_nnz KNLONG
+@callback_getter get_cb_number_rsds Cint
+@callback_getter get_cb_rsd_jacobian_nnz KNLONG
 
 
 ##################################################
@@ -175,19 +151,16 @@ mutable struct EvalRequest
 end
 
 # Import low level request to Julia object.
-function EvalRequest(m::Model, evalRequest_::KN_eval_request)
-    nx = KN_get_number_vars(m)
-    nc = KN_get_number_cons(m)
-
+function EvalRequest(ptr_model::Ptr{Cvoid}, evalRequest_::KN_eval_request, n::Int, m::Int)
     # Import objective's scaling.
     sigma = (evalRequest_.sigma != C_NULL) ? unsafe_wrap(Array, evalRequest_.sigma, 1)[1] : 1.
     # Wrap directly C arrays to avoid unnecessary copy.
     return EvalRequest(evalRequest_.evalRequestCode,
                        evalRequest_.threadID,
-                       unsafe_wrap(Array, evalRequest_.x, nx),
-                       unsafe_wrap(Array, evalRequest_.lambda, nx + nc),
+                       unsafe_wrap(Array, evalRequest_.x, n),
+                       unsafe_wrap(Array, evalRequest_.lambda, n + m),
                        sigma,
-                       unsafe_wrap(Array, evalRequest_.vec, nx))
+                       unsafe_wrap(Array, evalRequest_.vec, n))
 end
 
 
@@ -243,16 +216,16 @@ mutable struct EvalResult
     rsdJac::Array{Float64}
 end
 
-function EvalResult(m::Model, cb::Ptr{Cvoid}, evalResult_::KN_eval_result)
+function EvalResult(kc::Ptr{Cvoid}, cb::Ptr{Cvoid}, evalResult_::KN_eval_result, n::Int, m::Int)
     return EvalResult(
             unsafe_wrap(Array, evalResult_.obj, 1),
-            unsafe_wrap(Array, evalResult_.c, KN_get_cb_number_cons(m, cb)),
-            unsafe_wrap(Array, evalResult_.objGrad, KN_get_cb_objgrad_nnz(m, cb)),
-            unsafe_wrap(Array, evalResult_.jac, KN_get_cb_jacobian_nnz(m, cb)),
-            unsafe_wrap(Array, evalResult_.hess, KN_get_cb_hessian_nnz(m, cb)),
-            unsafe_wrap(Array, evalResult_.hessVec, KN_get_number_vars(m)),
-            unsafe_wrap(Array, evalResult_.rsd, KN_get_cb_number_rsds(m, cb)),
-            unsafe_wrap(Array, evalResult_.rsdJac, KN_get_cb_rsd_jacobian_nnz(m, cb))
+            unsafe_wrap(Array, evalResult_.c, m),
+            unsafe_wrap(Array, evalResult_.objGrad, KN_get_cb_objgrad_nnz(kc, cb)),
+            unsafe_wrap(Array, evalResult_.jac, KN_get_cb_jacobian_nnz(kc, cb)),
+            unsafe_wrap(Array, evalResult_.hess, KN_get_cb_hessian_nnz(kc, cb)),
+            unsafe_wrap(Array, evalResult_.hessVec, n),
+            unsafe_wrap(Array, evalResult_.rsd, KN_get_cb_number_rsds(kc, cb)),
+            unsafe_wrap(Array, evalResult_.rsdJac, KN_get_cb_rsd_jacobian_nnz(kc, cb))
                      )
 end
 
@@ -264,11 +237,11 @@ macro wrap_function(wrap_name, name)
                                    userdata_::Ptr{Cvoid})
             try
                 # Load evalRequest object.
-                ptr0 = Ptr{KN_eval_request}(evalRequest_)
-                evalRequest = unsafe_load(ptr0)::KN_eval_request
+                ptr_request = Ptr{KN_eval_request}(evalRequest_)
+                evalRequest = unsafe_load(ptr_request)::KN_eval_request
                 # Load evalResult object.
-                ptr = Ptr{KN_eval_result}(evalResults_)
-                evalResult = unsafe_load(ptr)::KN_eval_result
+                ptr_result = Ptr{KN_eval_result}(evalResults_)
+                evalResult = unsafe_load(ptr_result)::KN_eval_result
                 # Eventually, load callback context.
                 cb = unsafe_pointer_to_objref(userdata_)
                 # Ensure that cb is a CallbackContext.
@@ -277,8 +250,8 @@ macro wrap_function(wrap_name, name)
                 if !isa(cb, CallbackContext)
                     return Cint(KN_RC_CALLBACK_ERR)
                 end
-                request = EvalRequest(cb.userparams[:model], evalRequest)
-                result = EvalResult(cb.userparams[:model], ptr_cb, evalResult)
+                request = EvalRequest(ptr_model, evalRequest, cb.n, cb.m)
+                result = EvalResult(ptr_model, ptr_cb, evalResult, cb.n, cb.m)
                 res = cb.$name(ptr_model, ptr_cb, request, result, cb.userparams)
                 return Cint(res)
             catch ex
@@ -637,17 +610,22 @@ function newpt_wrapper(ptr_model::Ptr{Cvoid},
                        ptr_x::Ptr{Cdouble},
                        ptr_lambda::Ptr{Cdouble},
                        userdata_::Ptr{Cvoid})
-
     # Load KNITRO's Julia Model.
-    m = unsafe_pointer_to_objref(userdata_)::Model
-    nx = KN_get_number_vars(m)
-    nc = KN_get_number_cons(m)
-
-    x = unsafe_wrap(Array, ptr_x, nx)
-    lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
-    ret = m.user_callback(ptr_model, x, lambda, m)
-
-    return Cint(ret)
+    try
+        m = unsafe_pointer_to_objref(userdata_)::Model
+        nx = KN_get_number_vars(m)
+        nc = KN_get_number_cons(m)
+        x = unsafe_wrap(Array, ptr_x, nx)
+        lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
+        ret = m.user_callback(ptr_model, x, lambda, m)
+        return Cint(ret)
+    catch ex
+        if isa(ex, InterruptException)
+            return Cint(KN_RC_USER_TERMINATION)
+        else
+            rethrow(ex)
+        end
+    end
 end
 
 """
@@ -697,15 +675,21 @@ function ms_process_wrapper(ptr_model::Ptr{Cvoid},
                             userdata_::Ptr{Cvoid})
 
     # Load KNITRO's Julia Model.
-    m = unsafe_pointer_to_objref(userdata_)::Model
-    nx = KN_get_number_vars(m)
-    nc = KN_get_number_cons(m)
-
-    x = unsafe_wrap(Array, ptr_x, nx)
-    lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
-    res = m.ms_process(ptr_model, x, lambda, m)
-
-    return Cint(res)
+    try
+        m = unsafe_pointer_to_objref(userdata_)::Model
+        nx = KN_get_number_vars(m)
+        nc = KN_get_number_cons(m)
+        x = unsafe_wrap(Array, ptr_x, nx)
+        lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
+        res = m.ms_process(ptr_model, x, lambda, m)
+        return Cint(res)
+    catch ex
+        if isa(ex, InterruptException)
+            return Cint(KN_RC_USER_TERMINATION)
+        else
+            rethrow(ex)
+        end
+    end
 end
 
 """
@@ -749,15 +733,21 @@ function mip_node_callback_wrapper(ptr_model::Ptr{Cvoid},
                                    ptr_lambda::Ptr{Cdouble},
                                    userdata_::Ptr{Cvoid})
     # Load KNITRO's Julia Model.
-    m = unsafe_pointer_to_objref(userdata_)::Model
-    nx = KN_get_number_vars(m)
-    nc = KN_get_number_cons(m)
-
-    x = unsafe_wrap(Array, ptr_x, nx)
-    lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
-    res = m.mip_callback(ptr_model, x, lambda, m)
-
-    return Cint(res)
+    try
+        m = unsafe_pointer_to_objref(userdata_)::Model
+        nx = KN_get_number_vars(m)
+        nc = KN_get_number_cons(m)
+        x = unsafe_wrap(Array, ptr_x, nx)
+        lambda = unsafe_wrap(Array, ptr_lambda, nx + nc)
+        res = m.mip_callback(ptr_model, x, lambda, m)
+        return Cint(res)
+    catch ex
+        if isa(ex, InterruptException)
+            return Cint(KN_RC_USER_TERMINATION)
+        else
+            rethrow(ex)
+        end
+    end
 end
 
 """
@@ -851,10 +841,17 @@ end
 function puts_callback_wrapper(str::Ptr{Cchar}, userdata_::Ptr{Cvoid})
 
     # Load KNITRO's Julia Model.
-    m = unsafe_pointer_to_objref(userdata_)::Model
-    res = m.puts_callback(unsafe_string(str), m.userdata)
-
-    return Cint(res)
+    try
+        m = unsafe_pointer_to_objref(userdata_)::Model
+        res = m.puts_callback(unsafe_string(str), m.userdata)
+        return Cint(res)
+    catch ex
+        if isa(ex, InterruptException)
+            return Cint(KN_RC_USER_TERMINATION)
+        else
+            rethrow(ex)
+        end
+    end
 end
 
 """