Add call_before_subproblem_solve callback in MindtPy

pyomo/contrib/mindtpy/algorithm_base_class.py

@@ -2949,6 +2949,10 @@ def MindtPy_iteration_loop(self):
                         skip_fixed=False,
                     )
                     if self.curr_int_sol not in set(self.integer_list):
+                        # Call the NLP pre-solve callback
+                        with time_code(self.timing, 'Call before subproblem solve'):
+                            config.call_before_subproblem_solve(self.fixed_nlp)
+
                         fixed_nlp, fixed_nlp_result = self.solve_subproblem()
                         self.handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result)
 
@@ -2960,6 +2964,10 @@ def MindtPy_iteration_loop(self):
                 # Solve NLP subproblem
                 # The constraint linearization happens in the handlers
                 if not config.solution_pool:
+                    # Call the NLP pre-solve callback
+                    with time_code(self.timing, 'Call before subproblem solve'):
+                        config.call_before_subproblem_solve(self.fixed_nlp)
+
                     fixed_nlp, fixed_nlp_result = self.solve_subproblem()
                     self.handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result)
 
@@ -2992,6 +3000,11 @@ def MindtPy_iteration_loop(self):
                                 continue
                             else:
                                 self.integer_list.append(self.curr_int_sol)
+
+                        # Call the NLP pre-solve callback
+                        with time_code(self.timing, 'Call before subproblem solve'):
+                            config.call_before_subproblem_solve(self.fixed_nlp)
+
                         fixed_nlp, fixed_nlp_result = self.solve_subproblem()
                         self.handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result)
 

pyomo/contrib/mindtpy/config_options.py

@@ -323,6 +323,15 @@ def _add_common_configs(CONFIG):
             doc='Callback hook after a solution of the main problem.',
         ),
     )
+    CONFIG.declare(
+        'call_before_subproblem_solve',
+        ConfigValue(
+            default=_DoNothing(),
+            domain=None,
+            description='Function to be executed before every subproblem',
+            doc='Callback hook before a solution of the nonlinear subproblem.',
+        ),
+    )
     CONFIG.declare(
         'call_after_subproblem_solve',
         ConfigValue(

pyomo/contrib/mindtpy/single_tree.py

@@ -773,6 +773,9 @@ def __call__(self):
             mindtpy_solver.integer_list.append(mindtpy_solver.curr_int_sol)
 
         # solve subproblem
+        # Call the NLP pre-solve callback
+        with time_code(mindtpy_solver.timing, 'Call before subproblem solve'):
+            config.call_before_subproblem_solve(mindtpy_solver.fixed_nlp)
         # The constraint linearization happens in the handlers
         fixed_nlp, fixed_nlp_result = mindtpy_solver.solve_subproblem()
         # add oa cuts
@@ -919,6 +922,9 @@ def LazyOACallback_gurobi(cb_m, cb_opt, cb_where, mindtpy_solver, config):
                 cut_ind = len(mindtpy_solver.mip.MindtPy_utils.cuts.oa_cuts)
 
         # solve subproblem
+        # Call the NLP pre-solve callback
+        with time_code(mindtpy_solver.timing, 'Call before subproblem solve'):
+            config.call_before_subproblem_solve(mindtpy_solver.fixed_nlp)
         # The constraint linearization happens in the handlers
         fixed_nlp, fixed_nlp_result = mindtpy_solver.solve_subproblem()