Exception of Lazy parameter not set with cbLazy and Gurobi

[noamgold]

Summary

Working with the gurobi_persistent interface and setting the
opt.set_gurobi_param('LazyConstraints', 1)
I get an exception when calling
cbLazy from Pyomo callback indicating that the parameter hasn't been set

I run Pyomo setting a callback using Gurobi.

Steps to reproduce the issue

$ command1 [options]
$ command2 [options]
...

# example.py
import pyomo.environ
...

def my_callback(cb_m, cb_opt, cb_where):
model = cb_m
mmodel = opt._solver_model

if cb_where == GRB.Callback.MIPSOL: # and not cb_m.theta.value is None:

....
cb_opt.cbLazy(add_cut_two(Z,a_bar,a,V,c,model))

opt = pe.SolverFactory('gurobi_persistent')
opt.set_instance(model,symbolic_solver_labels=True)
opt.set_gurobi_param('PreCrush', 1)
opt.set_gurobi_param('LazyConstraints', 1)
opt.set_callback(my_callback)

Error Message

Traceback (most recent call last):
File "src\gurobipy\callback.pxi", line 101, in gurobipy._core.CallbackClass.callback
File "C:..\pyomo\solvers\plugins\solvers\gurobi_persistent.py", line 482, in f
self._callback_func(self._pyomo_model, self, where)
File "C:..\src\rebpp.py", line 333, in my_callback
cb_opt.cbLazy(add_cut_two(Z,a_bar,a,V,c,model))
File "C:..\pyomo\solvers\plugins\solvers\gurobi_persistent.py", line 685, in cbLazy
self._solver_model.cbLazy(
File "src\gurobipy\_model.pyx", line 7798, in gurobipy._model.Model.cbLazy
File "src\gurobipy\_model.pyx", line 7842, in gurobipy._model.Model._cbCutOrLazy
gurobipy._exception.GurobiError: Must set LazyConstraints parameter to use lazy constraints
Exception ignored in: 'gurobipy._core.callbackstub'
Traceback (most recent call last):
File "src\gurobipy\callback.pxi", line 101, in gurobipy._core.CallbackClass.callback
File "C:..\pyomo\solvers\plugins\solvers\gurobi_persistent.py", line 482, in f
self._callback_func(self._pyomo_model, self, where)
File "C:..\src\rebpp.py", line 333, in my_callback
cb_opt.cbLazy(add_cut_two(Z,a_bar,a,V,c,model))
File "C:..\pyomo\solvers\plugins\solvers\gurobi_persistent.py", line 685, in cbLazy
self._solver_model.cbLazy(
File "src\gurobipy\_model.pyx", line 7798, in gurobipy._model.Model.cbLazy
File "src\gurobipy\_model.pyx", line 7842, in gurobipy._model.Model._cbCutOrLazy
gurobipy._exception.GurobiError: Must set LazyConstraints parameter to use lazy constraints

$ # Output message here, including entire stack trace, if available

Information on your system

Pyomo version: 6.8.2
Python version: 3.13.5
Operating system: Windows 11
How Pyomo was installed (PyPI, conda, source): PyPI
Solver (if applicable): Gurobi 12.0.0

Additional information

[quantresearch1]

Hi @noamgold,

It seems I can't reproduce your issue. I have never used lazy constraints before but I can confirm that the following code runs fine.
Could you give it a go and let me know if you get any error ?
 
from gurobipy import GRB
import pyomo.environ as pyo
from pyomo.core.expr.taylor_series import taylor_series_expansion

m = pyo.ConcreteModel()
m.x = pyo.Var(bounds=(0, 4))
m.y = pyo.Var(within=pyo.Integers, bounds=(0, None))
m.obj = pyo.Objective(expr=2 * m.x + m.y)
m.cons = pyo.ConstraintList() # for the cutting planes

def _add_cut(xval):
# a function to generate the cut
m.x.value = xval
return m.cons.add(m.y >= taylor_series_expansion((m.x - 2) ** 2))

_c = _add_cut(0) # start with 2 cuts at the bounds of x
_c = _add_cut(4) # this is an arbitrary choice

opt = pyo.SolverFactory('gurobi_persistent')
opt.set_instance(m, symbolic_solver_labels=True)
opt.set_gurobi_param('PreCrush', 1)
opt.set_gurobi_param('LazyConstraints', 1)

def my_callback(cb_m, cb_opt, cb_where):
if cb_where == GRB.Callback.MIPSOL:
cb_opt.cbGetSolution(vars=[m.x, m.y])
if m.y.value < (m.x.value - 2) ** 2 - 1e-6:
cb_opt.cbLazy(_add_cut(m.x.value))

opt.set_callback(my_callback)
res = opt.solve(m)
print(pyo.value(m.x))

[noamgold]

Thank you for checking. The following is the output/error I get (not the entire log since it keeps repeating the same error every time it is called):

Set parameter PreCrush to value 1
Set parameter LazyConstraints to value 1
Traceback (most recent call last):
File "src\gurobipy\callback.pxi", line 101, in gurobipy._core.CallbackClass.callback
File "C:..\pyomo\solvers\plugins\solvers\gurobi_persistent.py", line 482, in f
self._callback_func(self._pyomo_model, self, where)
File "C:..\src misc\testlazy.py", line 27, in my_callback
if m.y.value < (m.x.value - 2) ** 2 - 1e-6:
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
TypeError: '<' not supported between instances of 'NoneType' and 'float'
Exception ignored in: 'gurobipy._core.callbackstub'