CPLEX timeout option error

[Anton Savchenko]

Dear Johan,

I noticed that CPLEX lists "timelimit" option instead of "tilim", yet you have hard-coded checks on the option names, that produces an error whenever I run

old_options = sdpsettings
sdpsettings(old_options,'cplex.timelimit',timelimit)

Surprisingly, if there's no old_options input, the function does not produce an error.

Best,

Anton

[Johan Löfberg]

YALMIP does not hard-code any options for any reasonably modern version of CPLEX. The hard-coded part is obtained when YALMIP doesn't find any installed version of cplex, and this is a left-over from pre-historic times when cplexint was the interface of choice. Hence, if you get an cplex options structure with tilim, there is something wrong with your setup

>> which cplex
'cplex' not found.
>> ops = sdpsettings;
>> ops.cplex

ans =

       presol: 1
        niter: 1
        epgap: 1.0000e-04
       epagap: 1.0000e-06
    relobjdif: 0
       objdif: 0
        tilim: 1.0000e+75
      logfile: 0
        param: [1x1 struct]


>> addpath(genpath('C:\Program Files\IBM\ILOG\CPLEX_Enterprise_Server126\CPLEX_Studio\cplex\matlab'))
>> ops = sdpsettings;
>> ops.cplex

ans =

           advance: 1
           barrier: [1x1 struct]
         clocktype: 2
          conflict: [1x1 struct]
      dettimelimit: 1.0000e+75
           distmip: [1x1 struct]
          emphasis: [1x1 struct]
           feasopt: [1x1 struct]
          lpmethod: 0
               mip: [1x1 struct]
           network: [1x1 struct]
...

[Anton Savchenko]

Hm, I guess I didn't explain myself properly...

I hope I'm using recent enough cplex version, and it does show timelimit as the option within

>> solvers=getavailablesolvers(0);

>> solvers(2)

ans = 

                   tag: 'CPLEX'

               version: 'IBM'

            subversion: '12.5'

              checkfor: {'cplexqcp.m'  'cplexlink125'}

              testcode: {''}

                  call: 'call_cplexibm_qcmiqp'

               subcall: ''

                  show: 1

             usesother: 0

       supportsinitial: 0

    supportsinitialNAN: 0

             objective: [1x1 struct]

            constraint: [1x1 struct]

                  dual: 1

               complex: 0

              interval: 0

            parametric: 0

            evaluation: 0

             uncertain: 0

>> which cplex

/apps/numerics/matlab_toolboxes/cplex-ibm/@Cplex/Cplex.p  % Cplex constructor

>> ops = sdpsettings;
>> ops.cplex


ans =


           advance: 1
           barrier: [1x1 struct]
         clocktype: 2
          conflict: [1x1 struct]
      dettimelimit: 1.0000e+75

          emphasis: [1x1 struct]
           feasopt: [1x1 struct]
          lpmethod: 0
               mip: [1x1 struct]

            output: [1x1 struct]
          parallel: 0
     preprocessing: [1x1 struct]
          qpmethod: 0
        randomseed: 201207272
              read: [1x1 struct]
           sifting: [1x1 struct]
           simplex: [1x1 struct]
    solutiontarget: 0
           threads: 0
         timelimit: 1.0000e+75
              tune: [1x1 struct]
           workdir: '.'
           workmem: 128
       diagnostics: 'off'
       exportmodel: ''

The problem is that when I try modifying it using YALMIP sdpsettings function, it produces an error:

>> sdpsettings(ops,'cplex.timelimit',1)
Error using sdpsettings (line 1655)
Unrecognized property name 'cplex.timelimit'.

While if I try using the old syntax, it passes through:
 
>> newops = sdpsettings(ops,'cplex.tilim',1);
>> newops.cplex


ans =


           advance: 1

           barrier: [1x1 struct]
         clocktype: 2
          conflict: [1x1 struct]
      dettimelimit: 1.0000e+75

          emphasis: [1x1 struct]
           feasopt: [1x1 struct]
          lpmethod: 0
               mip: [1x1 struct]

            output: [1x1 struct]
          parallel: 0
     preprocessing: [1x1 struct]
          qpmethod: 0
        randomseed: 201207272
              read: [1x1 struct]
           sifting: [1x1 struct]
           simplex: [1x1 struct]
    solutiontarget: 0
           threads: 0
         timelimit: 1.0000e+75
              tune: [1x1 struct]
           workdir: '.'
           workmem: 128
       diagnostics: 'off'
       exportmodel: ''
             tilim: 1

This is the reason I haven't caught on to this for so long. When I checked what's happening inside the sdpsettings, I saw that by the point when you check the option name, you compare it somehow with the "names" list for option names, that seems to contain tilim.

[Johan Löfberg]

Aha. Well that is definitely a bug. Thanks for reporting.

The following work-around is equivalent

ops = sdpsettings;
ops.cplex.timelimit = 1;