Force Gurobi to ignore timelimit until one feasible solution is found

Answered

Felix Weidinger

July 10, 2019 10:47

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Dear Community,

is there any possibility to set a time limit that is only considered, if a feasible solution is found. Otherwise, I want to continue the process until the first feasible solution is provided.

I am thankful for any help.

1

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  December 06, 2024 00:55

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Silke Horn

  • Gurobi Staff

  July 10, 2019 12:11

  This can already be done by using callbacks. The callback examples on our website demonstrate how to implement a custom termination strategy: https://www.gurobi.com/resource/functional-code-examples/

   

  1
• 

  Gwyneth Butera

  • Gurobi Staff

  July 18, 2019 20:53 Edited

  As an alternative solution to Silke's suggestion of callbacks, you can also try something like the following Python sample:

  timeLimit = 20
  try:
      m = read('b1c1s1.mps.gz')
      oldSolutionLimit = m.Params.SolutionLimit
      m.Params.SolutionLimit = 1
      m.optimize()
      m.Params.TimeLimit = timeLimit - m.getAttr(GRB.Attr.Runtime)
      m.Params.SolutionLimit = oldSolutionLimit - m.Params.SolutionLimit
      m.optimize()
  except (GurobiError, AttributeError, Exception) as e:
      print('Caught: ' + e.message)

   

  2

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