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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