Originally posted by: MichaelPoss

Dear all

I am solving a difficult MILP through different approaches, all using CutCallbacks. For one of these, I use both UserCutCallback and LazyConstraintCallback where LP and MILP are solved to separate the cuts. For that approach, the time limit I set is not respected by Cplex

cplex.setParam(IloCplex.DoubleParam.TiLim, 1800);

Some limit is respected because Cplex stops before the problem is solved, but after much more time originally allowed. It is surprising that the limit is respected by the other approach (that uses only the UserCutCallback). I'm using Concert Technology in JAVA, and Cplex 12.5 is running on a Linux machine.

Best regards

Michael Poss

Do you have some more details about what CPLEX is doing after 1800 seconds (when the time limit should hit)? I guess you already checked that it is not your callbacks that consume a lot of time (CPLEX has no means to interrupt your callbacks)?

We had reports about similar issues that pointed to an actual problem in the CPLEX code. To work around this problem you can try to set CPX_PARAM_COVERS to 1. If that alone does not help also try setting CPX_PARAM_MIPSEARCH to 1. Does the first setting or both of them help?

Originally posted by: MichaelPoss

Hi Daniel

Sorry for the bother, my callbacks were running out of time.

Best

Michael.