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2 VOTE

Status Not under consideration

Workspace Decision Optimization CPLEX & For Watson Studio

Created by Guest

Created on Oct 23, 2020

Time to Best

I want to put your attention on the optimization concept called "time to best" (ttb), i.e. the time needed by an optimization procedure to find the best solution regardless of the total time needed by its complete execution.

Anyone working in the optimization field will agree that ttb represents a very important information to retrieve from some type of optimization algorithms, basically all those algorithms that allow to find/improve feasible solutions during the execution and that only terminate as soon as a certain convergence is achieved.

I am particularly interested in ttb for MIPs.
However, as far as I know, there is not a direct way to retrieve this information in Cplex.

Some possible workarounds may be:
-use an "incumbent" callback to update the ttb anytime a new incumbent solution is found.
-parse the cplex log (set with a MIPDisplay value >= 3).
Both these methods have serious drawbacks. Incumbent callbacks highly affects the solution algorithm (disabling dynamic search, some sort of parallelism and the Bender's automatic decomposition), while parsing the log needs a post-optimization effort.

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