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Add time limits to compute ideal point & dichotomy starting solutions #99

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Merged
merged 4 commits into from
Apr 8, 2025

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sandyspiers
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Hi,

This PR adds time limits to solving for ideal points, and the first solves of the dichotomy algorithm.

I realise that timing-out when solving for ideal points indicates that the time limit is probably way to small to get anything meaningful from the multi-objective formulation, but this was an edge case I faced, leading to some behaviour I was not expecting.

Also, this brings this package more in line with other MO solvers. For instance if I just used Gurobi to solve the multi-objective function, then for sure I would expect it to satisfy my time limit. But currently with this package the solver could go far beyond my time limit. For example, the start time before computation of ideal points is not passed down to any of the algorithms, so if it takes a long time to solve for ideal points, and the lower algorithm times out, then the overall solve time could be significantly more than the users time limit. But I haven't touched this because I users can now turn off ideal point calculation.

Hopefully that makes sense.

Finally, the logic before the 0 time limit unit-test for the dichotomy algorithm doesn't make sense to me. If the user provided a time limit of 0, then I would expect there to be no solutions returned?

Thanks for the package :)

@kofgokhan
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A time limit too small for the ideal point computation will probably also be too small to generate any nondominated points, right?

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codecov bot commented Apr 7, 2025

Codecov Report

Attention: Patch coverage is 87.50000% with 1 line in your changes missing coverage. Please review.

Project coverage is 98.77%. Comparing base (9a789dd) to head (56ae7f8).
Report is 1 commits behind head on master.

Files with missing lines Patch % Lines
src/algorithms/Dichotomy.jl 75.00% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master      #99      +/-   ##
==========================================
- Coverage   99.07%   98.77%   -0.31%     
==========================================
  Files           9        9              
  Lines         974      980       +6     
==========================================
+ Hits          965      968       +3     
- Misses          9       12       +3     

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Co-authored-by: Oscar Dowson <odow@users.noreply.github.com>
@sandyspiers
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A time limit too small for the ideal point computation will probably also be too small to generate any nondominated points, right?

Yeah, I think that would be the case in general.

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@odow odow left a comment

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Thanks! I'll merge this once CI runs.

@odow odow merged commit 65b565d into jump-dev:master Apr 8, 2025
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3 participants