timeLimit ignored when using highspy

[apschmidt]

Details for the issue

What did you do?

Attempted to use HiGHS solver (as detailed below) to solve a MIP.

solver = getSolver('HiGHS', timeLimit=10, msg = True) prob.solve(solver)

What did you expect to see?

I expected to see the output below. Note the status is "Time Limit Reached" in the Status Report.

What did you see instead?

The pulp api (highs_api.py) does not pass the timeLimit parameter to the HiGHS solver. As a result, the timeLimit is ignored and the branch-and-bound is run until the optimal solution is found. See below for output.

Useful extra information

I have found a quick-fix, but I am unsure of a sustainable solution.

Specifically, I have modified the HiGHS class in the highs_api.py file. The changes were as follows:

1. In the init method, changed from super().__init__(mip, msg, timeLimit, gapRel=gapRel, *args, **solverParams) to super().__init__(mip, msg, timeLimit = timeLimit, gapRel=gapRel, *args, **solverParams). Note this is because the third argument in the super.init() is "options" not "timeLimit".
2. In the buildSolverModel() method, I added the following code if self.timeLimit is not None: lp.solverModel.setOptionValue("time_limit", float(self.timeLimit)) directly following lp.solverModel.setOptionValue("mip_rel_gap", gapRel):

The info below often helps, please fill it out if you're able to. :)

What operating system are you using?

• [x] Windows: ( version: ___ )
• [ ] Linux: ( distro: ___ )
• [ ] Mac OS: ( version: ___ )
• [ ] Other: ___

I'm using python version:

• [ ] 2.7
• [ ] 3.4
• [ ] 3.5
• [ ] 3.6
• [x] Other: 3.9

I installed PuLP via:

• [ ] pypi (python -m pip install pulp)
• [x] github (python -m pip install -U git+https://github.com/coin-or/pulp)
• [ ] Other: ___ (conda?)

Did you also

• [x] Tried out the latest github version: https://github.com/coin-or/pulp
• [ ] Searched for an existing similar issue: https://github.com/coin-or/pulp/issues?utf8=%E2%9C%93&q=is%3Aissue%20

[pchtsp]

thanks! Would you mind doing a PR with these changes? And if you're feeling more generous, you can add highspy to the solvers that are tested with timeLimit here: https://github.com/coin-or/pulp/blob/006753076be18ee857339d333a5db11e599f21a2/pulp/tests/test_pulp.py#L1210-L1217

[apschmidt]

I can try! I am new to GitHub, so I may take a bit to figure it out. Currently, I am unable to make a new branch however.

[pchtsp]

Great! Check https://coin-or.github.io/pulp/develop/contribute.html for some basic information. Have fun : )

[pchtsp]

I'm closing since the functionality now offers this possibility in the HiGHS solver. Please re-open if needed.