I’ve got an integer programming problem which I’m solving with JuMP, using Cbc as the underlying solver. The full solution of the problem (i.e., finding a provably optimal solution) takes longer than I care to wait, so I’ve implemented a time limit on the solve time like so:
using JuMP using Cbc m = Model(solver=CbcSolver(Sec=5*60))
When I solve the problem using
status = solve(m)
The status is
UserLimit WARNING: Not solved to optimality, status: UserLimit
and I don’t know whether or not the solver managed to find a feasible solution in the allotted time. How can I quickly check whether or not the solution returned by the solver is feasible?