Is it possible to put a limitation in the solving time?


#1

I’m trying to solve an integer problem which I need to be solved in less than 30 seconds. I don’t need the best solution, just one that it’s good enough.
Is there any way to limit the time the solver takes to solve the problem an use the best solution until the moment?
I’m using Gurobi as a solver.

Thank you!


How do I limit computation time?
#2

To the best of my knowledge you can’t. Actually you could use the command

cvx_solver_settings('TIMELIMIT', 30) 

to set the time-limit you want to, but if the problem is not solved within this limit then the returned cvx_status is ‘failed’.