Friday, November 3, 2017

CPLEX 12.8: Generic Callbacks

IBM is getting ready to release CPLEX 12.8, and I had the opportunity to attend a presentation about by Xavier Nodet at the 2017 INFORMS annual meeting. Here are links to two presentations by Xavier: CPLEX Optimization Studio 12.8 - What's New and CPLEX 12.8 - the Generic Callback. As with any new release, there are multiple tweaks, performance improvements and some new features. What I want to focus on in this post and the next post or two (depending on how wordy I get) is a major change to the way CPLEX implements callbacks.

I'm going to assume any reader continuing beyond this point knows what a callback is (and, for that matter, knows what CPLEX is). The callback system used through CPLEX version 12.7.1 is now being referred to as the "legacy" callback system. A new system, beginning in version 12.8, is called the "generic" callback approach. I'll outline what I think are the key take-aways here, but if you are a callback user, I strongly suggest you check out Xavier's slide show  linked above.

The first thing to know is that, for at least the near future, CPLEX will continue to support legacy callbacks. That's important for two reasons: it may take time to adjust to the new generic callbacks (and to port code to the new system); and not everything you could do with legacy callbacks is available with generic callbacks (more on that below). The second thing to know is that you cannot mix legacy and generic callbacks in the same program. You have to use one or the other exclusively (or neither).

The new generic callback approach involves trade-offs. The legacy system involves essentially two types of callbacks: "information" callbacks (asking CPLEX what's going on at various points in the solution process) and "control" callbacks (meddling with how CPLEX solves a problem). Changes between how CPLEX worked back when control callbacks were introduced and how it works now created some adventures for both IBM and users. For instance, certain control callbacks were incompatible with dynamic search, so the presence of such a callback (even if it contained no code and did nothing) would cause CPLEX to turn off dynamic search. There were some other side effects, but I'm neither qualified nor motivated to list them all. Suffice it to say that IBM decided a revamped callback system, designed from the ground up to work fully with the current version of CPLEX, was warranted.

So here come the trade-offs. In exchange for the ability to use callbacks without having to turn off dynamic search, limit CPLEX to a single thread, or whatever, you lose some functionality. Generic callbacks are currently not implemented for continuous problems. (Again, you can still use legacy callbacks on those.) Generic callbacks do not support user-controlled branching or node selection, nor user solution of node problems. A side effect of losing the branch callbacks is that users apparently can no longer attach node data to nodes and query it later (since, in the legacy system, the node data was attached in a branch callback). If you need any of those features, you have to stick to legacy callbacks for now (while you lobby IBM and/or your congressman to get your favorite features added to the generic callback system). Apparently, data IBM has accumulated on which features are or are not widely used suggested that omitting branch and solve callbacks would inconvenience a small portion of users.

Finally, here comes what I think is potentially the biggest issue: it is now the responsibility of the user to ensure that a generic callback is thread-safe. This is not always easy to do, and it requires a depth of programming knowledge that you don't typically get in a first or maybe even second course on programming. To put it another way, I've been writing code for well over 45 years (going back to FORTRAN on a mainframe), and my experiments with the beta version of 12.8 represent the first time I've ever had to handle thread safety. In my next post (or two, depending on how chatty my muse is), I'm going to look specifically at thread safety. Meanwhile, if you're not comfortable with it, my advice is to stick to legacy callbacks (but start learning about writing thread-safe code -- soon or later you'll need to know how).

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