我一直在用PuLP解决我感兴趣的一个特殊的混合整数线性规划。然而,随着问题规模的增长,PuLP花费的时间太长了。我希望能够运行求解器一段时间,如果时间太长,就提前终止它,并获得到目前为止计算的最佳可行解。我尝试用signal对求解器进行手动计时,但变量都是"None“。
我看过文档,PuLP似乎不支持这一点,尽管据我所知,它调用的大多数求解器例程都支持这一点。有没有办法对PuLP设置时间限制?
发布于 2018-04-12 23:18:53
您可以自己调用solve()中执行的步骤,而不是直接调用solve()。下面是使用cplex python api的一个示例。
#Create your problem
P = pulp.LpProblem()
#Build the solverModel for your preferred
solver = pulp.CPLEX_PY()
solver.buildSolverModel(P)
#Modify the solvermodel
solver.solverModel.parameters.timelimit.set(60)
#Solve P
solver.callSolver(P)
status = solver.findSolutionValues(P)
在buildSolverModel()之后,solver.solverModel包含求解器API的一个实例。然后,您可以使用求解器文档中的所有函数。我使用的是cplex,但在gurobi中也可以使用与http://www.gurobi.com/documentation/7.5/refman/python_parameter_examples.html#PythonParameterExamples相同的方法。
发布于 2018-03-20 16:23:40
在pulp中,您可以调用其他外部求解器,如cplex和gurobi。通常,在调用解算器时,可以在其参数中设置时间限制和最佳间隙。以gurobi为例:
prob = LpProblem("anything", LpMinimize)
prob.solve(GUROBI(timeLimit=1200))
具体的参数可以从pulp的源码中找到。https://github.com/coin-or/pulp/blob/master/src/pulp/solvers.py
例如,如果您使用的是gurobi,请参见init参数
class GUROBI(LpSolver):
"""
The Gurobi LP/MIP solver (via its python interface)
The Gurobi variables are available (after a solve) in var.solverVar
Constriaints in constraint.solverConstraint
and the Model is in prob.solverModel
"""
try:
sys.path.append(gurobi_path)
# to import the name into the module scope
global gurobipy
import gurobipy
except: #FIXME: Bug because gurobi returns
#a gurobi exception on failed imports
def available(self):
"""True if the solver is available"""
return False
def actualSolve(self, lp, callback = None):
"""Solve a well formulated lp problem"""
raise PulpSolverError("GUROBI: Not Available")
else:
def __init__(self,
mip = True,
msg = True,
timeLimit = None,
epgap = None,
**solverParams):
"""
Initializes the Gurobi solver.
@param mip: if False the solver will solve a MIP as an LP
@param msg: displays information from the solver to stdout
@param timeLimit: sets the maximum time for solution
@param epgap: sets the integer bound gap
"""
LpSolver.__init__(self, mip, msg)
self.timeLimit = timeLimit
self.epgap = epgap
#set the output of gurobi
if not self.msg:
gurobipy.setParam("OutputFlag", 0)
#set the gurobi parameter values
for key,value in solverParams.items():
gurobipy.setParam(key, value)
https://stackoverflow.com/questions/47985247
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