Support interrupting the MIP solver (#229)

src/MOI_wrapper/MOI_callbacks.jl

@@ -27,8 +27,11 @@ function MOI.set(model::Optimizer, ::CallbackFunction, callback::Function)
     model.has_generic_callback = true
     _set_callback(model, (cb_data) -> begin
         model.callback_state = _CB_GENERIC
-        callback(cb_data)
-        model.callback_state = _CB_NONE
+        try
+            callback(cb_data)
+        finally
+            model.callback_state = _CB_NONE
+        end
     end)
     return
 end

src/MOI_wrapper/MOI_wrapper.jl

@@ -1402,7 +1402,9 @@ function _solve_mip_problem(model::Optimizer)
         #
         #  This next bit is _very_ important! See the note associated with
         #  set_callback.
-        if model.callback_data.exception !== nothing
+        if model.callback_data.exception isa InterruptException
+            model.solver_status = GLP_ESTOP
+        elseif model.callback_data.exception !== nothing
             throw(model.callback_data.exception)
         end
     finally

test/MOI_callbacks.jl

@@ -12,9 +12,11 @@
 
 module TestCallbacks
 
-using GLPK, Test, Random
+using GLPK
+using Random
+using Test
 
-const MOI = GLPK.MOI
+import MathOptInterface as MOI
 
 function runtests()
     for name in names(@__MODULE__; all = true)
@@ -554,6 +556,27 @@ function test_issue_189(cache)
     return
 end
 
+function test_no_cache_InterruptException()
+    model = GLPK.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variable(model)
+    MOI.add_constraint(model, 1.0 * x, MOI.GreaterThan(2.0))
+    MOI.add_constraint(model, x, MOI.Integer())
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    f = 1.0 * x
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    interrupt_thrown = false
+    function my_callback(cb_data)
+        interrupt_thrown = true
+        return throw(InterruptException())
+    end
+    MOI.set(model, GLPK.CallbackFunction(), my_callback)
+    MOI.optimize!(model)
+    @test interrupt_thrown
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.INTERRUPTED
+    return
+end
+
 end
 
 TestCallbacks.runtests()