Support TIME_LIMIT in is_solved_and_feasible

[odow]

Originally added in #3668, doesn't look like we discussed TIME_LIMIT.

But this came up last year in a discussion I had with Simon Bowly, where I thought we did support TIME_LIMIT.

And then @ccoffrin just asked me about it as well.

I tend to think that most people who set a time limit and get given a feasible solution would say that is_solved_and_feasible is true.

If we decide to add, there's an open question whether we should fold this into allow_local, or whether we add a new allow_time_limit kwarg.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.58%. Comparing base (99cdc4c) to head (64997bb).

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  Coverage   99.58%   99.58%           
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  Lines        6059     6059           
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  Hits         6034     6034           
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[joaquimg]

I do not like this.

Why TIME_LIMIT is more important than ITERATION_LIMIT, NODE_LIMIT or even OBJECTIVE_LIMIT?

I think users needing more details should use the statuses directly.

I we end up adding it, I would certainly I prefer allow_time_limit with a default false.

[ccoffrin]

Don't change the semantics on my account. As long as the documentation is clear, I think this semantics is clean.

Reflecting on my confusion. I think the root of the issue here is solved is a bit of ambiguous term, so I jumped to a conclusion about what it meant without reading the docs. Given that this needs to support both optimal and converged status types I agree solved is a reasonable umbrella term.

In the use-case I encountered, what I needed is an is_feasible or has_solution function, which just checks for primal feasibility. Do we already have a shorthand for that type of test?

[odow]

TIME_LIMIT seems like the one most commonly set by users who expect a solution. ITERATION_LIMIT can happen in interior point-type solvers and tends to indicate failure, not success. NODE_LIMIT and OBJECTIVE_LIMIT are up for debate.

In the use-case I encountered, what I needed is an is_feasible or has_solution function, which just checks for primal feasibility. Do we already have a shorthand for that type of test?

Just define:

has_values(model) = primal_status(model) == FEASIBLE_POINT

We have

JuMP.jl/src/variables.jl

Lines 1916 to 1951 in 99cdc4c

	"""
	has_values(model::GenericModel; result::Int = 1)
	Return `true` if the solver has a primal solution in result index `result`
	available to query, otherwise return `false`.
	See also [`value`](@ref) and [`result_count`](@ref).
	## Example
	```jldoctest
	julia> import HiGHS
	julia> model = Model(HiGHS.Optimizer);
	julia> set_silent(model)
	julia> @variable(model, x);
	julia> @constraint(model, c, x <= 1)
	c : x ≤ 1
	julia> @objective(model, Max, 2 * x + 1);
	julia> has_values(model)
	false
	julia> optimize!(model)
	julia> has_values(model)
	true
	```
	"""
	function has_values(model::GenericModel; result::Int = 1)
	return primal_status(model; result = result) != MOI.NO_SOLUTION
	end

but it's not quite the same thing.