使用 CPLEX 在 python 中的 pulp 中使用时间限制是否存在错误？
Is there a bug with using timelimit within pulp in python using CPLEX?
我目前正在写我的论文，我想在其中实现一种算法，以使用大型 OR 模型收敛到一个好的解决方案。
如果您需要它来回答我的问题或更好地理解我的问题，我可以包括模型。
当我 运行 模型具有一定的时间限制（在本例中为 60 秒）时，模型会忽略它并求解最优。查看代码，我在其中求解模型 prob:
path_to_cplex = r'C:\Program Files\IBM\ILOG\CPLEX_Studio1210\cplex\bin\x64_win64\cplex.exe'
solver = pulp.CPLEX_CMD(path=path_to_cplex,timelimit=timelimitnumber)
print('The timelimit on the solver is: '+str(solver.timelimit))
print('Start Solving')
prob.solve(solver)
status = pulp.LpStatus[prob.status]
ObjectiveValue = prob.objective.value()
solutiontime = prob.solutionTime
print('The solution time was: '+str(solutiontime))
解决这个模型的输出是：
The timelimit on the solver is: 60
Start Solving
The solution time was: 225.6275095000001
我是不是做错了什么？希望能帮到你。
更新：
CPLEX 日志：
Log started (V12.10.0.0) Fri Nov 6 14:46:47 2020
Problem 'Plant_Allocation_Problem-pulp.lp' read.
Read time = 3.30 sec. (185.85 ticks)
New value for time limit in seconds: 60
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_TimeLimit 60
Found incumbent of value 6.8557690e+08 after 0.42 sec. (345.18 ticks)
Tried aggregator 1 time.
MIP Presolve eliminated 75703 rows and 75650 columns.
MIP Presolve modified 2500 coefficients.
Reduced MIP has 77062 rows, 3655050 columns, and 7312500 nonzeros.
Reduced MIP has 50 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 3.44 sec. (2580.68 ticks)
Tried aggregator 1 time.
Detecting symmetries...
Elapsed time for symmetry detection = 6.13 sec. (10026.07 ticks)
Elapsed time for symmetry detection = 11.86 sec. (20030.20 ticks)
Elapsed time for symmetry detection = 17.83 sec. (30034.36 ticks)
Elapsed time for symmetry detection = 23.98 sec. (40038.62 ticks)
Elapsed time for symmetry detection = 29.72 sec. (50042.91 ticks)
Elapsed time for symmetry detection = 35.19 sec. (60047.07 ticks)
Elapsed time for symmetry detection = 40.64 sec. (70051.21 ticks)
Elapsed time for symmetry detection = 46.19 sec. (80055.38 ticks)
Presolve time = 54.67 sec. (89646.54 ticks)
Root node processing (before b&c):
Real time = 60.16 sec. (93475.49 ticks)
Parallel b&c, 12 threads:
Real time = 0.00 sec. (0.00 ticks)
Sync time (average) = 0.00 sec.
Wait time (average) = 0.00 sec.
------------
Total (root+branch&cut) = 60.16 sec. (93475.49 ticks)
Solution pool: 1 solution saved.
MIP - Time limit exceeded, integer feasible: Objective = 6.8557690211e+08
Current MIP best bound = 0.0000000000e+00 (gap = 6.85577e+08, 100.00%)
Solution time = 60.17 sec. Iterations = 0 Nodes = 0
Deterministic time = 93486.16 ticks (1553.65 ticks/sec)
MILP problem relaxed to LP with fixed integer variables using
incumbent solution.
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_TimeLimit 60
Parallel mode: deterministic, using up to 12 threads for concurrent optimization:
* Starting dual Simplex on 1 thread...
* Starting Barrier on 9 threads...
* Starting primal Simplex on 1 thread...
* Starting Sifting on 1 thread...
Tried aggregator 1 time.
LP Presolve eliminated 152765 rows and 3730700 columns.
All rows and columns eliminated.
Presolve time = 2.09 sec. (1210.10 ticks)
Dual simplex solved model.
Dual simplex - Optimal: Objective = 2.1151566247e+08
Solution time = 4.14 sec. Iterations = 0 (0)
Deterministic time = 1929.76 ticks (466.01 ticks/sec)
Solution written to file 'Plant_Allocation_Problem-pulp.sol'.
我认为问题出在 prob.solutionTime 属性，您假设（正确或错误地）以秒为单位。我不确定它有什么单位。
该代码显示了 pulp 中使用的当前逻辑，您需要查看 python 的时间库以获取更多信息。
try:
from time import process_time as clock
except ImportError:
from time import clock
# (...)
self.solutionTime = -clock()
status = solver.actualSolve(self, **kwargs)
self.solutionTime += clock()
#(...)
如果你想保留日志文件，你可以这样做：
solver = pulp.CPLEX_CMD(path=path_to_cplex,timelimit=timelimitnumber, logPath='PATH_TO_LOG.log')
有关 CPLEX_CMD 可能参数的更多信息，请访问：https://coin-or.github.io/pulp/technical/solvers.html#pulp.apis.CPLEX_CMD
我目前正在写我的论文，我想在其中实现一种算法，以使用大型 OR 模型收敛到一个好的解决方案。
如果您需要它来回答我的问题或更好地理解我的问题，我可以包括模型。
当我 运行 模型具有一定的时间限制（在本例中为 60 秒）时，模型会忽略它并求解最优。查看代码，我在其中求解模型 prob:
path_to_cplex = r'C:\Program Files\IBM\ILOG\CPLEX_Studio1210\cplex\bin\x64_win64\cplex.exe'
solver = pulp.CPLEX_CMD(path=path_to_cplex,timelimit=timelimitnumber)
print('The timelimit on the solver is: '+str(solver.timelimit))
print('Start Solving')
prob.solve(solver)
status = pulp.LpStatus[prob.status]
ObjectiveValue = prob.objective.value()
solutiontime = prob.solutionTime
print('The solution time was: '+str(solutiontime))
解决这个模型的输出是：
The timelimit on the solver is: 60
Start Solving
The solution time was: 225.6275095000001
我是不是做错了什么？希望能帮到你。
更新：
CPLEX 日志：
Log started (V12.10.0.0) Fri Nov 6 14:46:47 2020
Problem 'Plant_Allocation_Problem-pulp.lp' read.
Read time = 3.30 sec. (185.85 ticks)
New value for time limit in seconds: 60
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_TimeLimit 60
Found incumbent of value 6.8557690e+08 after 0.42 sec. (345.18 ticks)
Tried aggregator 1 time.
MIP Presolve eliminated 75703 rows and 75650 columns.
MIP Presolve modified 2500 coefficients.
Reduced MIP has 77062 rows, 3655050 columns, and 7312500 nonzeros.
Reduced MIP has 50 binaries, 0 generals, 0 SOSs, and 0 indicators.
Presolve time = 3.44 sec. (2580.68 ticks)
Tried aggregator 1 time.
Detecting symmetries...
Elapsed time for symmetry detection = 6.13 sec. (10026.07 ticks)
Elapsed time for symmetry detection = 11.86 sec. (20030.20 ticks)
Elapsed time for symmetry detection = 17.83 sec. (30034.36 ticks)
Elapsed time for symmetry detection = 23.98 sec. (40038.62 ticks)
Elapsed time for symmetry detection = 29.72 sec. (50042.91 ticks)
Elapsed time for symmetry detection = 35.19 sec. (60047.07 ticks)
Elapsed time for symmetry detection = 40.64 sec. (70051.21 ticks)
Elapsed time for symmetry detection = 46.19 sec. (80055.38 ticks)
Presolve time = 54.67 sec. (89646.54 ticks)
Root node processing (before b&c):
Real time = 60.16 sec. (93475.49 ticks)
Parallel b&c, 12 threads:
Real time = 0.00 sec. (0.00 ticks)
Sync time (average) = 0.00 sec.
Wait time (average) = 0.00 sec.
------------
Total (root+branch&cut) = 60.16 sec. (93475.49 ticks)
Solution pool: 1 solution saved.
MIP - Time limit exceeded, integer feasible: Objective = 6.8557690211e+08
Current MIP best bound = 0.0000000000e+00 (gap = 6.85577e+08, 100.00%)
Solution time = 60.17 sec. Iterations = 0 Nodes = 0
Deterministic time = 93486.16 ticks (1553.65 ticks/sec)
MILP problem relaxed to LP with fixed integer variables using
incumbent solution.
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_TimeLimit 60
Parallel mode: deterministic, using up to 12 threads for concurrent optimization:
* Starting dual Simplex on 1 thread...
* Starting Barrier on 9 threads...
* Starting primal Simplex on 1 thread...
* Starting Sifting on 1 thread...
Tried aggregator 1 time.
LP Presolve eliminated 152765 rows and 3730700 columns.
All rows and columns eliminated.
Presolve time = 2.09 sec. (1210.10 ticks)
Dual simplex solved model.
Dual simplex - Optimal: Objective = 2.1151566247e+08
Solution time = 4.14 sec. Iterations = 0 (0)
Deterministic time = 1929.76 ticks (466.01 ticks/sec)
Solution written to file 'Plant_Allocation_Problem-pulp.sol'.
我认为问题出在 prob.solutionTime 属性，您假设（正确或错误地）以秒为单位。我不确定它有什么单位。
该代码显示了 pulp 中使用的当前逻辑，您需要查看 python 的时间库以获取更多信息。
try:
from time import process_time as clock
except ImportError:
from time import clock
# (...)
self.solutionTime = -clock()
status = solver.actualSolve(self, **kwargs)
self.solutionTime += clock()
#(...)
如果你想保留日志文件，你可以这样做：
solver = pulp.CPLEX_CMD(path=path_to_cplex,timelimit=timelimitnumber, logPath='PATH_TO_LOG.log')
有关 CPLEX_CMD 可能参数的更多信息，请访问：https://coin-or.github.io/pulp/technical/solvers.html#pulp.apis.CPLEX_CMD