[Cbc] problem with max time limit

[Stefan Vigerske]

Hi,

I reverted this in stable/2.10, too, so should also be in the next release.

Stefan

On 2/17/20 11:27 AM, John Forrest wrote:
> 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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>>
> 
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