Add time limits to compute ideal point & dichotomy starting solutions (#99)

Author: sandyspiers

src/MultiObjectiveAlgorithms.jl

@@ -559,13 +559,16 @@ function MOI.delete(model::Optimizer, ci::MOI.ConstraintIndex)
     return
 end
 
-function _compute_ideal_point(model::Optimizer)
+function _compute_ideal_point(model::Optimizer, start_time)
     objectives = MOI.Utilities.eachscalar(model.f)
     model.ideal_point = fill(NaN, length(objectives))
     if !MOI.get(model, ComputeIdealPoint())
         return
     end
     for (i, f) in enumerate(objectives)
+        if _time_limit_exceeded(model, start_time)
+            return
+        end
         MOI.set(model.inner, MOI.ObjectiveFunction{typeof(f)}(), f)
         MOI.optimize!(model.inner)
         status = MOI.get(model.inner, MOI.TerminationStatus())
@@ -584,7 +587,7 @@ function MOI.optimize!(model::Optimizer)
         model.termination_status = MOI.INVALID_MODEL
         return
     end
-    _compute_ideal_point(model)
+    _compute_ideal_point(model, start_time)
     algorithm = something(model.algorithm, default(Algorithm()))
     status, solutions = optimize_multiobjective!(algorithm, model)
     model.termination_status = status

src/algorithms/Dichotomy.jl

@@ -81,11 +81,17 @@ function optimize_multiobjective!(algorithm::Dichotomy, model::Optimizer)
         error("Only scalar or bi-objective problems supported.")
     end
     if MOI.output_dimension(model.f) == 1
+        if _time_limit_exceeded(model, start_time)
+            return MOI.TIME_LIMIT, nothing
+        end
         status, solution = _solve_weighted_sum(model, algorithm, [1.0])
         return status, [solution]
     end
     solutions = Dict{Float64,SolutionPoint}()
     for w in (0.0, 1.0)
+        if _time_limit_exceeded(model, start_time)
+            return MOI.TIME_LIMIT, nothing
+        end
         status, solution = _solve_weighted_sum(model, algorithm, w)
         if !_is_scalar_status_optimal(status)
             return status, nothing

test/algorithms/Dichotomy.jl

@@ -261,7 +261,7 @@ function test_time_limit()
     )
     MOI.optimize!(model)
     @test MOI.get(model, MOI.TerminationStatus()) == MOI.TIME_LIMIT
-    @test MOI.get(model, MOI.ResultCount()) > 0
+    @test MOI.get(model, MOI.ResultCount()) == 0
     return
 end