What to return when time limit reached in lazy callback?

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HAONAN ZHONG

July 13, 2022 02:22

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Hi,

I run another gurobic model to find a constrain to add in the lazy separation. A time limit is set for the gurobic model in lazy. When it reaches time limit, I want both the model in lazy separation and the main gurobic model terminates. 

What I am doing is set a total time limit for the main model and set total time limit minus passing time as the time limit for the gurobic model. The problem is that when the lazy model terminates and no lazy is added, the main model will immediately fathomed by feasibility. What should I return to tell the main model that lazy is terminated due to time limit and the main model should terminates due to time limit?

Thank you!

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  Jonasz Staszek

  • Community Moderator

  July 13, 2022 04:31

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  Hi Haonan,

  perhaps this article will give you some guidance.

  Best regards
  Jonasz

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