Timeout value for each Scenarion
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Hello everyone,
I am currently trying to implement a multiple Scenario model. Unfortunately, some scenarios take a really long time to compute while others are easily solved. I would like to set a Timeout - value (via model.Params.TimeOut = xx) for the more complicating scenarios.
When specifying the Timeout Value of the model, I can only fix a value for all Scenarios combined. Is there a way to limit the computation time for each scenario?
Best,
Thomas
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Gurobi Staff
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Hi Thomas,
It is currently not possible to set individual time limits for different scenarios. If you know which scenarios are hard to solve, you could capture those scenarios \(x\) via the singleScenarioModel function and solve them independently of the rest. Since one cannot directly remove a single scenario from a multiple-scenario model, you would have to adjust the changes of the particular scenarios \(x\) to be trivial, i.e., make no changes at all. You could then try to use Gurobi's Parameter Tuning Tool to improve performance for the hard scenarios.
Please note that with your knowledge on your scenarios, it might be best to construct the multi-scenario model only over those scenarios which you are sure that they solve within your time limit. Then, model the hard scenarios \(x\) as individual problems and solve them independently with their own time limits (and possible additional settings).
Best regards,
Jaromił0 -
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Hi Thomas,
Jaromils suggestions are of course perfectly fine. But I wonder why it is bad for you to just set a time limit that fits to the difficult scenarios for the overall multi-scenario solve. The easy scenarios should then also be solved "along the way".
Regards,
Tobias
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