Added highs-callback-qpasm unit test

Author: jajhall

check/TestCallbacks.cpp

@@ -16,6 +16,8 @@ const double egout_objective_target = 610;
 const HighsInt adlittle_ipm_iteration_limit = 5;
 const HighsInt adlittle_simplex_iteration_limit = 30;
 
+const HighsInt primal1_qp_iteration_limit = 5;
+
 const HighsInt kLogBufferSize = kIoBufferSize;
 const HighsInt kUserCallbackNoData = -1;
 const HighsInt kUserCallbackData = 99;
@@ -269,6 +271,41 @@ HighsCallbackFunctionType userkMipUserSetPartialSolution =
       }
     };
 
+HighsCallbackFunctionType userQpCallback =
+    [](int callback_type, const std::string& message,
+       const HighsCallbackOutput* data_out, HighsCallbackInput* data_in,
+       void* user_callback_data) {
+      // Extract local_callback_data from user_callback_data unless it
+      // is nullptr
+      if (callback_type == kCallbackQpFirstFeasiblePoint) {
+        // Use local_callback_data to maintain the objective value from
+        // the previous callback
+        assert(user_callback_data);
+        // Extract the double value pointed to from void* user_callback_data
+        const double local_callback_data = *(double*)user_callback_data;
+        if (dev_run)
+          printf(
+              "userQpCallback(type %2d; data %11.4g): %s with solution[0] = %g\n",
+              callback_type, local_callback_data, message.c_str(),
+              data_out->qp_solution[0]);
+      } else if (callback_type == kCallbackQpInterrupt) {
+        const int local_callback_data =
+            user_callback_data ? static_cast<int>(reinterpret_cast<intptr_t>(
+                                     user_callback_data))
+                               : kUserCallbackNoData;
+	REQUIRE(local_callback_data == kUserCallbackData);
+	if (dev_run)
+	  printf(
+		 "userInterruptCallback(type %2d; data %2d): %s with iteration "
+		 "count = "
+		 "%d\n",
+		 callback_type, local_callback_data, message.c_str(),
+		 int(data_out->qpasm_iteration_count));
+	data_in->user_interrupt =
+	  data_out->qpasm_iteration_count > primal1_qp_iteration_limit;
+      }
+    };
+
 std::function<void(int, const std::string&, const HighsCallbackOutput*,
                    HighsCallbackInput*, void*)>
     userDataCallback = [](int callback_type, const std::string& message,
@@ -608,3 +645,19 @@ TEST_CASE("highs-callback-mip-user-solution-c", "[highs-callback]") {
   highs.run();
   highs.resetGlobalScheduler(true);
 }
+
+TEST_CASE("highs-callback-qpasm", "[highs_callback]") {
+  std::string filename = std::string(HIGHS_DIR) + "/check/instances/primal1.mps";
+  Highs highs;
+  //  highs.setOptionValue("output_flag", dev_run);
+  highs.readModel(filename);
+  void* p_user_callback_data = nullptr;
+
+  highs.setCallback(userQpCallback, p_user_callback_data);
+  highs.startCallback(kCallbackQpFirstFeasiblePoint);
+  highs.startCallback(kCallbackQpInterrupt);
+  highs.run();
+
+  highs.resetGlobalScheduler(true);
+}
+

highs/lp_data/HighsCallback.cpp

@@ -24,6 +24,7 @@ void HighsCallback::clearHighsCallbackOutput() {
   this->data_out.simplex_iteration_count = -1;
   this->data_out.ipm_iteration_count = -1;
   this->data_out.pdlp_iteration_count = -1;
+  this->data_out.qpasm_iteration_count = -1;
   this->data_out.objective_function_value = -kHighsInf;
   this->data_out.mip_node_count = -1;
   this->data_out.mip_primal_bound = kHighsInf;
@@ -35,6 +36,7 @@ void HighsCallback::clearHighsCallbackOutput() {
   this->data_out.cutpool_value.clear();
   this->data_out.cutpool_lower.clear();
   this->data_out.cutpool_upper.clear();
+  this->data_out.qp_solution.clear();
   this->data_out.external_solution_query_origin =
       ExternalMipSolutionQueryOrigin::kExternalMipSolutionQueryOriginAfterSetup;
 }
@@ -96,7 +98,8 @@ bool HighsCallback::callbackAction(const int callback_type,
 
 // Conversions for C API
 
-// Convert HighsCallbackDataOut to HighsCCallbackDataOut
+// Return HighsCallbackDataOut (ie pointer-based) data structure from
+// HighsCallbackOutput
 HighsCallbackOutput::operator HighsCallbackDataOut() const {
   HighsCallbackDataOut data;
   data.cbdata = static_cast<void*>(const_cast<HighsCallbackOutput*>(this));
@@ -105,6 +108,7 @@ HighsCallbackOutput::operator HighsCallbackDataOut() const {
   data.simplex_iteration_count = simplex_iteration_count;
   data.ipm_iteration_count = ipm_iteration_count;
   data.pdlp_iteration_count = pdlp_iteration_count;
+  data.qpasm_iteration_count = qpasm_iteration_count;
   data.objective_function_value = objective_function_value;
 
   data.mip_node_count = mip_node_count;
@@ -135,8 +139,12 @@ HighsCallbackOutput::operator HighsCallbackDataOut() const {
                            ? nullptr
                            : const_cast<double*>(cutpool_upper.data());
 
+  data.qp_solution_size = qp_solution.size();
+  data.qp_solution = qp_solution.empty() ? nullptr : const_cast<double*>(qp_solution.data());
+  
   data.external_solution_query_origin =
       static_cast<HighsInt>(external_solution_query_origin);
+
   return data;
 }
 

highs/lp_data/HighsCallback.h

@@ -40,6 +40,7 @@ struct HighsCallbackOutput {
   HighsInt simplex_iteration_count;
   HighsInt ipm_iteration_count;
   HighsInt pdlp_iteration_count;
+  HighsInt qpasm_iteration_count;
   double objective_function_value;
   int64_t mip_node_count;
   int64_t mip_total_lp_iterations;
@@ -54,6 +55,7 @@ struct HighsCallbackOutput {
   std::vector<double> cutpool_value;
   std::vector<double> cutpool_lower;
   std::vector<double> cutpool_upper;
+  std::vector<double> qp_solution;
   ExternalMipSolutionQueryOrigin external_solution_query_origin;
 
   operator HighsCallbackDataOut() const;

highs/lp_data/HighsCallbackStruct.h

@@ -28,6 +28,7 @@ typedef struct HighsCallbackDataOut {
   HighsInt simplex_iteration_count;
   HighsInt ipm_iteration_count;
   HighsInt pdlp_iteration_count;
+  HighsInt qpasm_iteration_count;
   double objective_function_value;
   int64_t mip_node_count;
   int64_t mip_total_lp_iterations;
@@ -44,6 +45,8 @@ typedef struct HighsCallbackDataOut {
   double* cutpool_value;
   double* cutpool_lower;
   double* cutpool_upper;
+  double* qp_solution;
+  HighsInt qp_solution_size;
   HighsInt external_solution_query_origin;
 } HighsCallbackDataOut;