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Mention solver-dependent callbacks #2602

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May 18, 2021
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Mention solver-dependent callbacks #2602

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974b555
Mention solver-dependent callbacks
odow May 17, 2021
b0369f9
Fix docs
odow May 18, 2021
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2 changes: 1 addition & 1 deletion docs/src/background/should_i_use.md
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Expand Up @@ -29,7 +29,7 @@ Key reasons to use JuMP include:
- Access to advanced algorithmic techniques
- Efficient _in-memory_ LP re-solves which previously required using
solver-specific and/or low-level C++ libraries.
- Access to solver-independent and solver-dependent [Callbacks](@ref).
- Access to solver-independent and solver-dependent [Callbacks](@ref callbacks_manual).
- Ease of embedding
- JuMP itself is written purely in Julia. Solvers are the only binary
dependencies.
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22 changes: 15 additions & 7 deletions docs/src/manual/callbacks.md
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Expand Up @@ -6,7 +6,7 @@ end
DocTestFilters = [r"≤|<=", r"≥|>=", r" == | = ", r" ∈ | in ", r"MathOptInterface|MOI"]
```

# [Callbacks](@id callbacks_manual)
# [Solver-independent Callbacks](@id callbacks_manual)

Many mixed-integer (linear, conic, and nonlinear) programming solvers offer
the ability to modify the solve process. Examples include changing branching
Expand All @@ -25,10 +25,11 @@ callbacks:

## Available solvers

Callback support is limited to a few solvers. This includes
[CPLEX](https://github.com/JuliaOpt/CPLEX.jl),
[GLPK](https://github.com/JuliaOpt/GLPK.jl), and
[Gurobi](https://github.com/JuliaOpt/Gurobi.jl).
Solver-independent callback support is limited to a few solvers. This includes
[CPLEX](https://github.com/jump-dev/CPLEX.jl),
[GLPK](https://github.com/jump-dev/GLPK.jl),
[Gurobi](https://github.com/jump-dev/Gurobi.jl), and
[Xpress](https://github.com/jump-dev/Xpress.jl).

!!! warning
While JuMP provides a solver-independent way of accessing callbacks, you
Expand All @@ -38,11 +39,18 @@ Callback support is limited to a few solvers. This includes
underlying solver's callback documentation to understand details specific to
each solver.

## Things you can and cannot do during callbacks
!!! tip
This page discusses solver-_independent_ callbacks. However, each solver
listed above also provides a solver-_dependent_ callback to provide access
to the full range of solver-specific features. Consult the solver's README
for an example of how to use the solver-dependent callback. This will
require you to understand the C interface of the solver.

## Things you can and cannot do during solver-independent callbacks

There is a very limited range of things you can do during a callback. Only use
the functions and macros explicitly stated in this page of the documentation, or
in the [Callbacks example](/examples/callbacks).
in the [Callbacks tutorial](@ref callbacks_tutorial).

Using any other part of the JuMP API (e.g., adding a constraint with [`@constraint`](@ref)
or modifying a variable bound with [`set_lower_bound`](@ref)) is undefined
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2 changes: 1 addition & 1 deletion docs/src/tutorials/Mixed-integer linear programs/callbacks.jl
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Expand Up @@ -3,7 +3,7 @@
# v.2.0. If a copy of the MPL was not distributed with this file, You can #src
# obtain one at https://mozilla.org/MPL/2.0/. #src

# # Callbacks
# # [Callbacks](@id callbacks_tutorial)

# This example uses the following packages:

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