TimeLimit behavior with subproblems in callback

Answered

Pedro Castellucci

April 01, 2020 21:16

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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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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:15 Edited

  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?.
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  Maximilian Kolter

  February 24, 2022 09:53

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  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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