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19 changes: 16 additions & 3 deletions src/formulations.jl
Original file line number Diff line number Diff line change
Expand Up @@ -130,12 +130,25 @@ function _specify!(sp::SubproblemForm, solver::Union{MOI.OptimizerWithAttributes
return
end

"""
AnnotationCallback

A [`PricingCallback`](@ref) for which the oracle is registered through the annotations.
"""
struct AnnotationCallback end

MOI.Utilities.map_indices(::F, x::AnnotationCallback) where {F<:Function} = x

function _specify!(sp::SubproblemForm, oracle::Function)
pushoptimizerbuilder!(sp.annotation, oracle)
# The model must know it has a pricing callbacl otherwise it's impossible
# to use call the pricing callback when using a caching optimizer.
# The model must know it has a pricing callback otherwise it's impossible
# to use call the pricing callback when using a caching optimizer because
# it will not have the `index_map` during the callback. See
# https://github.com/jump-dev/MathOptInterface.jl/blob/d66c13dab9cbd76c3451faffafd7d828a4e04ee1/src/Utilities/cachingoptimizer.jl#L358-L369
# TODO(guimarqu): we currently pass the optimizer
MOI.set(sp.model, PricingCallback(), nothing)
# We cannot pass `nothing` as MOI interprets `nothing` as unsetting the value of an attribute.
# so we pass a custom value.
MOI.set(sp.model, PricingCallback(), AnnotationCallback())
return
end

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