Python callback executed in C++ with parameter modification

[cvanaret]

Hello there,
I'm working on Python bindings of my C++ library (a mathematical optimization solver) and I'm stuck at a point where I create a Python callback evaluate_constraints() that takes C++ arguments, pass it to the C++ library and evaluate it with C++ arguments. The callback modifies its second parameter constraints based on its first parameter x.

// C++ code
#include "Vector.hpp"
#include <pybind11/pybind11.h>
namespace py = pybind11;

void solve(const std::function<void(const Vector&, Vector&)>& evaluate_constraints) {
  const Vector x = ...;
  Vector constraints = ...;
  evaluate_constraints(x, constraints);
}

PYBIND11_MODULE(unopy, module) {
   py::class_<Vector>(module, "Vector")
      .def(py::init<size_t>(), "Constructor")
      .def("__getitem__", [](const Vector& vector, size_t index) {
         return vector[index];
      })
      .def("__setitem__", [](Vector& vector, size_t index, double value) {
         vector[index] = value;
      });
   module.def("solve", &solve);
}

# Python code
import myCppModule

def evaluate_constraints(x, constraints):
  constraints[0] = function of x
  constraints[1] = function of x
  ...

myCppModule.solve(evaluate_constraints)

Unfortunately, some copy must happen somewhere, because the C++ object constraints is not modified. I'm not sure whether I missed something totally obvious (I've stumbled upon suggestions to use py::return_value_policy::reference_internal, but to no avail) or whether it is indeed a bit tricky to address.
Hope you can crack it!

Note: the second parameter is a Vector here, but for other callbacks, it could be a C++ matrix type.
Thank you,

Charlie