[Cbc] problem with max time limit

[John Forrest]

Nicolas,

The following code got into 2.10.4 when doing initial solve.  This meant 
that if the branch and bound code stopped on max time, then all cleanup 
solves after would stop without proper finishing and so give wrong results.

#ifdef COIN_HAS_CLP
   OsiClpSolverInterface *clpSolver
     = dynamic_cast< OsiClpSolverInterface * >(solver_);
   if (clpSolver) {
     double maxTime = 
dblParam_[CbcMaximumSeconds]-dblParam_[CbcStartSeconds];
     if ((moreSpecialOptions_&131072)==0)
       clpSolver->getModelPtr()->setMaximumSeconds(maxTime);
     else
       clpSolver->getModelPtr()->setMaximumWallSeconds(maxTime);
   }
#endif

That code has been taken out in master/trunk - so 2.11 should be good.

John Forrest


On 10/02/2020 10:17, Nicolas Cbc wrote:
> Hi everyone,
> 
> I am still having problem with max time limit when preprocess is off 
> even with 2.10.4 version.
> I am solving mip problem using binary found on bintray 
> (Cbc-2.10.4-win32-msvc15).
> 
> Sometimes, cbc reaches max time limit but does not return the best 
> solution found providing uncorrect data.
> I attached the mps file and three log files.
> 
> Without preprocessing, I get this at the end of log with 2.10.4 (I 
> deleted cuts info for readibility) :
> Cbc0010I After 1300 nodes, 13 on tree, 20305.811 best solution, best 
> possible 20209.422 (19.38 seconds)
> Cbc0004I Integer solution of 20305.811 found after 61433 iterations and 
> 1334 nodes (19.79 seconds)
> Cbc0020I Exiting on maximum time
> Cbc0005I Partial search - best objective 20305.811 (best possible 
> 20209.422), took 61895 iterations and 1362 nodes (20.00 seconds)
> Cbc0032I Strong branching done 2042 times (14765 iterations), fathomed 
> 76 nodes and fixed 176 variables
> Cbc0035I Maximum depth 22, 62 variables fixed on reduced cost
> 0  Obj 17950.691 Primal inf 63.616727 (121) Dual inf 1.5638368e+12 (75)
> Stopped - objective value 1.7973277e+12
> Cuts at root node changed objective from 17950.7 to 19760.5
> ...
> 
> Result - Stopped on time limit
> 
> Objective value:               
>   100000000000000007629769841091887003294964970946560.00000000
> Lower bound:                    20209.422
> Gap:                           
>   4948187144522872794252484886662922505826598912.00
> Enumerated nodes:               1362
> Total iterations:               61895
> Time (CPU seconds):             20.03
> Time (Wallclock seconds):       20.03
> 
> The objective value and the gap are clearly wrong.
> The log indicates clearly that cbc has found an integer solution of 
> 20305.811.
> 
> 
> With 2.8.13 (or if I switch on preprocessing with 2.10.4), I get correct 
> data :
> Cbc0010I After 2400 nodes, 11 on tree, 20305.811 best solution, best 
> possible 19652.01 (19.66 seconds)
> Cbc0020I Exiting on maximum time
> Cbc0005I Partial search - best objective 20305.811 (best possible 
> 19652.01), took 69811 iterations and 2442 nodes (20.00 seconds)
> Cbc0032I Strong branching done 3234 times (22229 iterations), fathomed 
> 292 nodes and fixed 234 variables
> Cbc0035I Maximum depth 25, 111 variables fixed on reduced cost
> Cuts at root node changed objective from 17950.7 to 19638.7
> ...
> 
> Result - Stopped on time limit
> 
> Objective value:                20305.81106305
> Lower bound:                    19652.010
> Gap:                            0.03
> Enumerated nodes:               2442
> Total iterations:               69811
> Time (CPU seconds):             20.03
> Time (Wallclock seconds):       20.03
> 
> In this case, everything seems logical for me.
> 
> For me, this issue is a big problem because I always have to set a 
> maximum time for optimization.
> I am forced to still use 2.8.13 version of cbc with whom I dit not have 
> this issue.
> 
> Nicolas
> 
> 
> 
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