Callbacks and user functions

Callbacks and user functions both provide mechanisms for connecting user-written functions to Xpress NonLinear. However, they have different capabilities and are not interchangeable.

A callback is called at a specific point in the SLP optimization process (for example, at the start of each SLP iteration). It has full access to all the problem data and can, in principle, change the values of any items — although not all such changes will necessarily be acted upon immediately or at all.

A user function is essentially the same as any other mathematical function, used in a formula to calculate the current value of a coefficient. The function is called when a new value is needed; for efficiency, user functions are not usually called if the value is already known (for example, when the function arguments are the same as on the previous call). Therefore, there is no guarantee that a user function will be called at any specific point in the optimization procedure or at all.

Although a user function is normally free-standing and needs no access to problem or other data apart from that which it receives through its argument list, there are facilities to allow it to access the problem and its data if required. The following limitations should be observed:

1. The function should not make use of any variable data which is not in its list of arguments;
2. The function should not change any of the problem data.

The reasons for these restrictions are as follows:

1. Xpress NonLinear determines which variables are linked to a formula by examining the list of variables and arguments to functions in the formula. If a function were to access and use the value of a variable not in this list, then incorrect relationships would be established, and incorrect or incomplete derivatives would be calculated. The predicted and actual values of the coefficient would then always be open to doubt.
2. Xpress NonLinear generally allows problem data to be changed between function calls, and also by callbacks called from within an Xpress NonLinear function. However, user functions are called at various points during the optimization and no checks are generally made to see if any problem data has changed. The effects of any such changes will therefore at best be unpredictable.

For a description of how to access the problem data from within a user function, see the section on "More complicated user functions" later in this chapter.