java-gurobi MIP: defining TimeLimit 5s ONLY IF feasible solution is found?

[ulibr...@gmail.com]

Hello,

I'm calling Gurobi multiple times from Java to solve different small subproblems; I would like to keep runtimes low, so I limited the runtime to 5 seconds with set(GRB.DoubleParam.TimeLimit, 5).

Where this yields mostly results with MIPGap < 10% which is totally sufficient for me, sometimes it is not enough to get a feasible solution at all.

Is there a way to restrict it to something like (Timelimit=5 ONLY IF feasible solution has been found)? If it takes longer than 5 seconds I'd be happy with ANY feasible solution, no matter of quality.

--Already using callbacks, so maybe I could read runtime in there and decide to abort or not?

thanks,
Uli

[Jakob Sch.]

Hi Uli,

maybe you could write a simple callback that checks the time and the attribute SolCount (http://www.gurobi.com/documentation/5.6/reference-manual/solcount#attr:SolCount) for whether the model has found a solution or your timelimit is reached (use http://www.gurobi.com/documentation/5.6/reference-manual/runtime#attr:Runtime).

Best regards,
Jakob

[Sonja Mars]

Hi Uli,

I can think of different ways to implement this. One way without using a callback is, you could use a solution limit instead of a time limit. So the idea is:

Set the SolutionLimit parameter to 1
(http://www.gurobi.com/documentation/5.6/reference-manual/solutionlimit#parameter:SolutionLimit)
call model.optimize()
after termination check status code and runtime,
if runtime is smaller than 5s,
set timelimit to 5s minus runtime and increase SolutionLimit
call model.optimize() again (it will start from where it stopped)

-- Sonja