Originally posted by: scipiotc

Is it possible to limit the computation time of opl? I have a computationally very expensive problem. Therefore, I would like to set a time limit and print the best feasible solution found in this time limit. Would it be possible?

Thanks

Hi

execute{
        cplex.tilim = 120;
}

https://www.linkedin.com/pulse/optimizasyon-nedir-ve-daha-az%C4%B1yla-fazla-%C5%9Fey-yapman%C4%B1za-alex-fleischer/

regards

Originally posted by: scipiotc

Hi,

Is that in terms of seconds or minutes? Because, It has been 7 minutes and it is still running.

Thanks

Hi,

in s

but this is for solve

Maybe you wrote some scripting that took time.

regards

Originally posted by: scipiotc

Is there something wrong with this code?

Hi,

will depend on n and m

For instance

int n=1000;
int m=1000;
range observation = 1..n;
range feature = 1..m;
float x[o in observation][f in feature] = rand(10);
float y[o in observation] = rand(10);
float c = 1000000;
int r = 4101;
dvar float+ eps[observation];
dvar float w[feature];
dvar float+ alfa;
dvar float b;
dexpr float teps = sum(j in observation) eps[j];
dexpr float l2norm = sum(i in feature) w[i] * w[i];
dexpr float l1norm = sum(i in feature) abs(w[i]);
minimize 0.5 * alfa + c * teps;
subject to {
 forall(i in observation)
   y[i] * ((sum(j in feature) w[j] * x[i][j]) + b) >= 1 - eps[i];
 l2norm  <= alfa;
 l1norm  <= r * alfa;
}

runs in a few seconds

regards