[Bonmin] does cpu time limit change the result?

[Pierre Bonami]

Hi Giusepe,

> - max_cpu_time can make Ipopt gives infeasibility

If Ipopt did not have time to solve the problem it can not find a solution.
Have in mind that Ipopt is not an algorithm to find a feasible solution, it
is an algorithm to find an optimal solution (or a minimaly infeasible one).

>
> - max_cpu_time only stops a single Ipopt iteration so
> if each iteration had duration less than max_cpu_time bonmin
> would never stop

Correct.
That's why there is bonmin.time_limit.
Really imposing a time limit to Ipopt in Bonmin or imposing a time_limit of
1sec to Bonmin does not have much sense. If you are not certain that you
have plenty of time to solve the continuous relaxation you should not expect
Bonmin to find the integral optimum to the problem. Bonmin is based on Ipopt
being able to solve continuous relaxations to optimality.

>
>
> if the answer to both previous question is yes:
>
> is there a method to retrieve the last good solution?

If bonmin finds one good solution it will be available.

>
> is there an option, other than max_cpu_time, to stop the process and
> which does not give infeasibility?

If you are not willing to give Ipopt time to solve problem to optimality
there is none.
I hope this helps.
Cheers,
Pierre

>
>
> cheers,
>
> giuseppe
>
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