Improve stacktrace of errors thrown from within a callback

src/MOI_wrapper/MOI_wrapper.jl

@@ -232,7 +232,7 @@ function _internal_callback(tree::Ptr{Cvoid}, info::Ptr{Cvoid})
         cb_data.callback_function(cb_data)
     catch ex
         glp_ios_terminate(tree)
-        cb_data.exception = ex
+        cb_data.exception = CapturedException(ex, catch_backtrace())
     end
     return Cint(0)
 end
@@ -1402,10 +1402,19 @@ function _solve_mip_problem(model::Optimizer)
         #
         #  This next bit is _very_ important! See the note associated with
         #  set_callback.
-        if model.callback_data.exception isa InterruptException
-            model.solver_status = GLP_ESTOP
-        elseif model.callback_data.exception !== nothing
-            throw(model.callback_data.exception)
+        if model.callback_data.exception !== nothing
+            model.callback_data.exception::CapturedException
+            inner = model.callback_data.exception.ex
+            if inner isa InterruptException
+                model.solver_status = GLP_ESTOP
+            elseif inner isa MOI.InvalidCallbackUsage
+                # Special-case throwing InvalidCallbackUsage to preserve
+                # backwards compatibility. But it does mean that they don't have
+                # good backtraces...
+                throw(inner)
+            else
+                throw(model.callback_data.exception)
+            end
         end
     finally
         for (column, lower, upper) in bounds_to_reset

test/MOI_callbacks.jl

@@ -577,6 +577,25 @@ function test_no_cache_InterruptException()
     return
 end
 
+function test_no_cache_issue_232()
+    model = GLPK.Optimizer()
+    x = MOI.add_variable(model)
+    MOI.add_constraint(model, x, MOI.ZeroOne())
+    my_callback(args...) = error("FooBar")
+    MOI.set(model, GLPK.CallbackFunction(), my_callback)
+    try
+        MOI.optimize!(model)
+        # To ensure that if an error is not thrown from the callback we still
+        # hit the catch block
+        @assert false
+    catch ex
+        @test ex isa CapturedException
+        @test occursin("my_callback", "$ex")
+        @test occursin("FooBar", "$ex")
+    end
+    return
+end
+
 end
 
 TestCallbacks.runtests()