TimeLimit behavior with subproblems in callback

Answered

Pedro Castellucci

• April 01, 2020 21:16

Dear community, 

 

I have a Benders-like setup. That is, I have a (master) model in which I add lazy constraints using a callback. The lazy constraint depends on the solution of several subproblems. Each subproblem is a model created and solved inside the callback.  

By means of example, I set Threads=1 and I defined the TimeLimit to be 25 seconds for the master problem and the TimeLimit of 10 seconds for each subproblem. The total Runtime of the solution procedure was ~420 seconds. 

Is this the expected behavior? 

Is the Runtime of each subproblem added to the total Runtime?

Is there a way to enforce a global time limit?

 

Thanks in advance (= 

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• 

  Maximilian Kolter

  • February 24, 2022 09:53

  

  

  

  Hi Pedro Castellucci, probably you resolved this issue already. However, here the answer to your question since very likely other people have the same question.

  You can enforce a global time limit as follows:

  1: In the callback query the current runtime of your master problem: model.cbGet(GRB.Callback.RUNTIME)

  2: Set the run time for your subproblems: min{max time limit per subproblem , (global time limit - current runtime)}

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