Originally posted by: IoanNemp

I call cplex from matlab. I would like to ask if there is an explicit way to stop the program after lets say 20 seconds more or less. I tried to find an example to copy, as this is quite a straightforward thing to do, but could not find one. I would expect this to be related with cplex.Param.timelimit.max, but it seems it is not a value that can be manipulated (trying to do so created an error). Could someone help with a concrete example? 

The .max field of the parameter structure gives the maximum allowed value for that parameter. The actual parameter value to set is assigned to the .Cur field. See for example the lpex3.m example shipped with CPLEX that does

cplex.Param.lpmethod.Cur = 3

to set the lpmethod parameter. Or the globalqpex1.m example that sets

cplex.Param.optimalitytarget.Cur = 1;

Consequently, what you should do is

cplex.Param.timelimit.Cur = 20;

Also see the reference documentation here.

Originally posted by: IoanNemp

I checked both examples, but I can not see how they are relevant. It seems the program ignores my command: 

 

try
   cplex = Cplex();
   cplex.Param.lpmethod.Cur=3;
   cplex.Param.timelimit.Cur = 20;
   H1 = GUless'*GUless;
   H1 = round(H1,10);
   smallest0 = eigs(H1,1,'sm');
   if smallest0 <0
       H1 = H1+abs(round(smallest0,10)+10^(-10))*speye(length(H1));
   end
   H2 = GVless'*GVless;
   H2 = round(H2,10);
   smallest0 = eigs(H2,1,'sm');
   if smallest0 <0
       H2 = H2+abs(round(smallest0,10)+10^(-10))*speye(length(H2));
   end
   H3 = GWless'*GWless;
   H3 = round(H3,10);
   smallest0 = eigs(H3,1,'sm');
   if smallest0 <0
       H3 = H3+abs(round(smallest0,10)+10^(-10))*speye(length(H3));
   end
   H = blkdiag(H1,H2,H3);
   f1 = GUless'*rhs(:,1);
   f2 = GVless'*rhs(:,2);
   f3 = GWless'*rhs(:,3);
   f = [f1;f2;f3];
   
   ctype1=[];
   ctype2=[];
   ctype3=[];
   for i=1:Uteams
       ctype1 = strcat(ctype1,'I');
   end
   for i=1:Vteams
       ctype2 = strcat(ctype2,'I');
   end
   for i=1:Wteams
       ctype3 = strcat(ctype3,'I');
   end
   for i=1:length(nonUpoints)-1
       ctype1 = strcat(ctype1,'C');
   end
   for i=1:length(nonVpoints)-1
       ctype2 = strcat(ctype2,'C');
   end
   for i=1:length(nonWpoints)-1
       ctype3 = strcat(ctype3,'C');
   end
   ctype = [ctype1,ctype2,ctype3];
   
   lenVarX = Uteams+length(nonUpoints);
   lenVarY = Vteams+length(nonVpoints);
   lenVarW = Wteams+length(nonWpoints);
    
   options = cplexoptimset;
   options.Display = 'on';
   
   H=(H+H')/2; %unnecessary?
   
   [solx, fval, exitflag, output] = cplexmiqp (H, f, [], [], [], [],...
      [], [], [], [], [], ctype, [], options);
   
   fprintf ('\nSolution status = %s \n', output.cplexstatusstring);
   %fprintf ('Solution value = %f \n', fval);
   %disp ('Values =');
   %disp (solx');
   
   
catch m
   disp(m.message);
   return
end

Check lines 3,4. Could you explain why my usage of timelimit is incorrect? Thank you in advance.

Originally posted by: IoanNemp

options = cplexoptimset;
options.MaxNodes = 2000;

I did this and it worked. For future notice.

The issue is that you are using the toolbox functions and not the class API. From your initial post I (wrongly) concluded that you were using the class API and explained how to set parameters with the class API.

From your second post it is clear that you are using toolbox functions for which options are set via cplexoptimset(), just as you figured out yourself by now. The reference documentation for this function has further details.