TimeLimit behavior with subproblems in callback

回答済み

Pedro Castellucci

2020年04月01日 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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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:15 編集済み

  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

  2022年02月24日 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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