How to set running time in Matlab use Yalmip?

[Xuhong Yang]

Hi, everyone,

I just finished a yalmip code. I can solve small instance very well. I want to solve a larger instance, but I can't find solution after 10 hours. I want to set a running time to stop the programming, for example 300s or 600s, to find a lower bound. I used these code:

tstart =tic;
……………………  

tused = toc(tstart)  
if tused > 3600    
     return
end

but I was failed. Do you know how can I solve this problem. Thanks!

[mohsen ghalehnoie]

Dear Richard,

it is possible using SDPSETTING see http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Commands.Sdpsettings

some of solvers have the maxtime property. for example please see the following code for BMIBNB solver

opt = sdpsettings;

opt.bmibnb

this simple code show the properties of BMIBNB. So, do the similar process for your Solver.

[Richard Yang]

Dear Mohsen,

Thank you for your fast reply,

Do you know how should I do using  Mosek, Gurobi or CPLEX? I don't understand very clearly.

Thanks!

Richard Yang

[mohsen ghalehnoie]

you are welcome,

for gurobi it is possible via the following code

opt = sdpsettings;

opt.gurobi.TimeLimit = 3600;

sol = optimize(constraint,obective,opt)

for cplex it think it is available via the code follows,

opt = sdpsettings;

opt.cplex.tilim = 3600;

sol = optimize(constraint,obective,opt)

but, really I do not know about mosek, please see its manual

[Richard Yang]

I used Gurobi and tried following statements:

opt = sdpsettings;

opt.gurobi.TimeLimit = 3600;

sol = optimize(constraint,obective,opt)

It can't work. Could you please help me check it?

Thank you!

Richard Yang

[Richard Yang]

I emailed to Johan.  He gave me a method to solve this problem. I just added some part of my code. 

ops = sdpsettings('solver','gurobi','gurobi.TimeLimit',100);
output=solvesdp(F,obj,ops);

Thanks Johan and Mohsen.

[mohsen ghalehnoie]

Johan is really a gentleman. I also appreciate his efforts.

Thank you again, Johan.

[Johan Löfberg]

setting options through sdpsettings is always recommended, as small spelling mistakes and similiar stuff can cause the setting to not be changed when manually editing the options structure. By doing it through sdpsettings, any error will be detect by sdpsettings

[mohsen ghalehnoie]

Big Like

[Richard Yang]

Thank you very much! It is helpful!