Not solved because of time limit: Differentiating between feasible solution found and not found

[Varghese Kurian]

Hello

I have an optimization problem that I am trying to solve using CBC which at times stops on time limit.
prob.status returns 'Not Solved' is such situations. But I wish to obtain the best feasible solution it has found (only) in case a feasible solution has been found.
Is there a way I can identify if a feasible solution has been found or not? If there is a way, and I identify that the problem has found a feasible solution, can I expect the variable values to correspond to the best feasible solution?

Thanks

Varghese

[Melvin Saab]

Hi Varghese,

I have the same question. How did you set the time limit for CBC using Pulp?

[Franco Peschiera]

Good day!

I have just arrived to this issue.

Apparently, the readsol_MPS method only searches for the first word on the solution file. If it matches ‘Stopped’, it returns there was no solution (status=0).

But if it would continue to read the whole first line, it could detect if the wording “Stopped on time - objective value {some number}” appears. This would differentiate between the cases “I did not find a solution after the time limit” and “I found a solution although it may be non-optimal”.

I believe this happens in both methods: readsol_LP and readsol_MPS from the COIN_CMD class.

Not sure what Stuart thinks about this. I’d gladly make a pull request with this change if needed.

Franco

[Stuart Mitchell]

yeah that is true certain solvers can return other status

but there is not a way for pulp to return these statuses to the user

https://github.com/coin-or/pulp/blob/master/src/pulp/constants.py

When I last looked at this I didn't add additional status values as this would break code that is expecting the previous behaviour.

But I'll gladly look at a pull request if you have any ideas

Stu

Stuart Mitchell

PhD Engineering Science

Extraordinary Freelance Programmer and Optimisation Guru

www.stuartmitchell.com

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[Sam Mathew]

Hi Stuart,

As I see Franco already posted a solution on his fork of PuLP here, after discussing it here.

I found it quite useful since now I get an optimal solution, as long as there is a feasible solution when a restriction on the solution time is imposed.

Would you consider it?

Thanks,

Sam

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