* Fixed highspy deadlocking issues

* Added GIL acquire for python callbacks
* Added support for user_callback_data

src/highs_bindings.cpp

@@ -582,16 +582,26 @@ std::tuple<HighsStatus, int> highs_getRowByName(Highs* h,
   return std::make_tuple(status, row);
 }
 
-
-HighsStatus highs_run(Highs* h)
-{
-  py::gil_scoped_release release;
-  HighsStatus status = h->run();
-  py::gil_scoped_acquire();
-  return status;
+// Wrap the setCallback function. Pass a lambda wrapper around the python
+// function that acquires the GIL and appropriately handle user data passed to
+// the callback
+HighsStatus highs_setCallback(
+    Highs* h,
+    std::function<void(int, const std::string&, const HighsCallbackDataOut*,
+                       HighsCallbackDataIn*, py::handle)>
+        fn,
+    py::handle data) {
+  return h->setCallback(
+      [fn, data](int callbackType, const std::string& msg,
+                 const HighsCallbackDataOut* dataOut,
+                 HighsCallbackDataIn* dataIn, void* d) {
+        py::gil_scoped_acquire acquire;
+        return fn(callbackType, msg, dataOut, dataIn,
+                  py::handle(reinterpret_cast<PyObject*>(d)));
+      },
+      data.ptr());
 }
 
-
 PYBIND11_MODULE(_core, m) {
   // enum classes
   py::enum_<ObjSense>(m, "ObjSense")
@@ -889,7 +899,7 @@ PYBIND11_MODULE(_core, m) {
       .def("writeBasis", &Highs::writeBasis)
       .def("postsolve", &highs_postsolve)
       .def("postsolve", &highs_mipPostsolve)
-      .def("run", &highs_run)
+      .def("run", &Highs::run, py::call_guard<py::gil_scoped_release>())
       .def("feasibilityRelaxation", 
      [](Highs& self, double global_lower_penalty, double global_upper_penalty, double global_rhs_penalty,
         py::object local_lower_penalty, py::object local_upper_penalty, py::object local_rhs_penalty) {
@@ -1021,10 +1031,7 @@ PYBIND11_MODULE(_core, m) {
       .def("solutionStatusToString", &Highs::solutionStatusToString)
       .def("basisStatusToString", &Highs::basisStatusToString)
       .def("basisValidityToString", &Highs::basisValidityToString)
-      .def(
-          "setCallback",
-          static_cast<HighsStatus (Highs::*)(HighsCallbackFunctionType, void*)>(
-              &Highs::setCallback))
+      .def("setCallback", &highs_setCallback)
       .def("startCallback",
            static_cast<HighsStatus (Highs::*)(const HighsCallbackType)>(
                &Highs::startCallback))

src/highspy/highs.py

@@ -38,11 +38,6 @@
 from threading import Thread, local
 import numpy as np
 
-class _ThreadingResult:
-    def __init__(self):
-        self.out = None
-
-
 class Highs(_Highs):
     """
     HiGHS solver interface
@@ -56,13 +51,6 @@ def silent(self, turn_off_output=True):
         Disables solver output to the console.
         """
         super().setOptionValue("output_flag", not turn_off_output)
-
-    def _run(self, res):
-        res.out = super().run()
-
-    def run(self):
-        return self.solve()
-
 
     # solve
     def solve(self):
@@ -71,11 +59,7 @@ def solve(self):
         Returns:
             A HighsStatus object containing the solve status.
         """
-        res = _ThreadingResult()
-        t = Thread(target=self._run, args=(res,))
-        t.start()
-        t.join()
-        return res.out
+        return super().run()
 
     def optimize(self):
         """