Timeout from callback

src/MOI_bounded_oracle.jl

@@ -106,7 +106,7 @@
 """
 Read bound value for c_idx.
 """
 function get_bound(blmo::MathOptBLMO, c_idx, sense::Symbol)
     return MOI.get(blmo.o, MOI.ConstraintSet(), c_idx)
 end
 
@@ -271,7 +271,7 @@
 Check if the bounds were set correctly in build_LMO.
 Safety check only.
 """
 function build_LMO_correct(blmo, node_bounds)
     for list in (node_bounds.lower_bounds, node_bounds.upper_bounds)
         for (idx, set) in list
             c_idx = MOI.ConstraintIndex{MOI.VariableIndex,typeof(set)}(idx)
@@ -303,6 +303,7 @@
 Check if problem is bounded and feasible, i.e. no contradicting constraints.
 """
 function check_feasibility(blmo::MathOptBLMO)
+    free_model(blmo)
     MOI.set(
         blmo.o,
         MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
@@ -391,7 +392,7 @@
 """
 Get solving tolerance for the BLMO.
 """
 function get_tol(blmo::MathOptBLMO)
     return get_tol(blmo.o)
 end
 function get_tol(o::MOI.AbstractOptimizer)
@@ -444,7 +445,7 @@
 """
 Deal with infeasible vertex if necessary, e.g. check what caused it etc.
 """
 function check_infeasible_vertex(blmo::MathOptBLMO, tree)
     node = tree.nodes[tree.root.current_node_id[]]
     node_bounds = node.local_bounds
     for list in (node_bounds.lower_bounds, node_bounds.upper_bounds)

src/callbacks.jl

@@ -5,6 +5,8 @@
     check_rounding_value::Bool,
     fw_iterations,
     min_fw_iterations,
+    time_ref,
+    time_limit,
 )
     vars = get_variables_pointers(tree.root.problem.tlmo.blmo, tree)
     # variable to only fetch heuristics when the counter increases
@@ -13,10 +15,12 @@
         @assert isapprox(sum(active_set.weights), 1.0)
         @assert sum(active_set.weights .< 0) == 0
         # TODO deal with vertices becoming infeasible with conflicts
-        if !is_linear_feasible(tree.root.problem.tlmo, state.v)
-            @info "$(state.v)"
-            check_infeasible_vertex(tree.root.problem.tlmo.blmo, tree)
-            @assert is_linear_feasible(tree.root.problem.tlmo, state.v)
+        @debug begin
+            if !is_linear_feasible(tree.root.problem.tlmo, state.v)
+                @info "$(state.v)"
+                check_infeasible_vertex(tree.root.problem.tlmo.blmo, tree)
+                @assert is_linear_feasible(tree.root.problem.tlmo, state.v)
+            end
         end
         push!(fw_iterations, state.t)
 
@@ -108,6 +112,11 @@
             end
         end
 
+        # check for time limit
+        if isfinite(time_limit) && Dates.now() >= time_ref + Dates.Second(time_limit)
+            return false
+        end
+
         return true
     end
 end

src/interface.jl

@@ -134,7 +134,7 @@
     else
         @assert FrankWolfe.active_set_validate(active_set)
         for a in active_set.atoms
             @assert is_linear_feasible(blmo, a)
         end
         v = active_set.atoms[1]
     end
@@ -273,7 +273,7 @@
         num_int,
     )
 
-    fw_callback = build_FW_callback(tree, min_number_lower, true, fw_iterations, min_fw_iterations)
+    fw_callback = build_FW_callback(tree, min_number_lower, true, fw_iterations, min_fw_iterations, time_ref, tree.root.options[:time_limit])
 
     tree.root.options[:callback] = fw_callback
     tree.root.current_node_id[] = Bonobo.get_next_node(tree, tree.options.traverse_strategy).id

src/node.jl

@@ -266,7 +266,6 @@ function Bonobo.evaluate_node!(tree::Bonobo.BnBTree, node::FrankWolfeNode)
         line_search=tree.root.options[:lineSearch],
         lazy=tree.root.options[:lazy],
         lazy_tolerance=tree.root.options[:lazy_tolerance],
-        timeout=tree.root.options[:time_limit],
         add_dropped_vertices=tree.root.options[:use_shadow_set],
         use_extra_vertex_storage=tree.root.options[:use_shadow_set],
         extra_vertex_storage=node.discarded_vertices,