Pass time limit to inner solver (#55)

Author: odow

src/MultiObjectiveAlgorithms.jl

@@ -166,7 +166,14 @@ function _time_limit_exceeded(model::Optimizer, start_time::Float64)
     if time_limit === nothing
         return false
     end
-    return time() - start_time >= time_limit
+    time_remaining = time_limit - (time() - start_time)
+    if time_remaining <= 0
+        return true
+    end
+    if MOI.supports(model.inner, MOI.TimeLimitSec())
+        MOI.set(model.inner, MOI.TimeLimitSec(), time_remaining)
+    end
+    return false
 end
 
 ### ObjectiveFunction
@@ -498,6 +505,9 @@ function MOI.optimize!(model::Optimizer)
     if solutions !== nothing
         model.solutions = solutions
     end
+    if MOI.supports(model.inner, MOI.TimeLimitSec())
+        MOI.set(model.inner, MOI.TimeLimitSec(), nothing)
+    end
     return
 end
 

test/algorithms/EpsilonConstraint.jl

@@ -390,6 +390,33 @@ function test_time_limit()
     return
 end
 
+function test_time_limit_large()
+    p1 = [77, 94, 71, 63, 96, 82, 85, 75, 72, 91, 99, 63, 84, 87, 79, 94, 90]
+    p2 = [65, 90, 90, 77, 95, 84, 70, 94, 66, 92, 74, 97, 60, 60, 65, 97, 93]
+    w = [80, 87, 68, 72, 66, 77, 99, 85, 70, 93, 98, 72, 100, 89, 67, 86, 91]
+    model = MOA.Optimizer(HiGHS.Optimizer)
+    MOI.set(model, MOA.Algorithm(), MOA.EpsilonConstraint())
+    MOI.set(model, MOI.TimeLimitSec(), 1.0)
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, length(w))
+    MOI.add_constraint.(model, x, MOI.ZeroOne())
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    f = MOI.Utilities.operate(
+        vcat,
+        Float64,
+        [sum(1.0 * p[i] * x[i] for i in 1:length(w)) for p in [p1, p2]]...,
+    )
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.add_constraint(
+        model,
+        sum(1.0 * w[i] * x[i] for i in 1:length(w)),
+        MOI.LessThan(900.0),
+    )
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.ResultCount()) >= 0
+    return
+end
+
 end
 
 TestEpsilonConstraint.run_tests()