When solving the master problem for large studies with the setting master = integer, the resolution may hang for a long time.
The master problem is solved with a branch-and-bound algorithm launched within the Benders algorithm with its default parameters. For difficult studies, the default optimality gap (of the branch and bound solver) is too large and cause the resolution to hang.
I propose to expose the mip gap parameter to the user, so that it can be set through settings.ini by an advanced user. This requires to set the (relative) gap appropriately for each solver (variable MIPRELSTOP for Xpress, and so on).
We may check if there is a time limit for the master problem resolution and add one if necessary.
JasonMarechal25
commented
1 year ago
When solving the master problem for large studies with the setting
master = integer, the resolution may hang for a long time.The master problem is solved with a branch-and-bound algorithm launched within the Benders algorithm with its default parameters. For difficult studies, the default optimality gap (of the branch and bound solver) is too large and cause the resolution to hang.
settings.iniby an advanced user. This requires to set the (relative) gap appropriately for each solver (variableMIPRELSTOPforXpress, and so on).