Added a max runtime option to the oca solver.

dlib/optimization/optimization_oca.h

@@ -9,6 +9,7 @@
 #include "optimization_solve_qp_using_smo.h"
 #include <vector>
 #include "../sequence.h"
+#include <chrono>
 
 // ----------------------------------------------------------------------------------------
 
@@ -88,6 +89,19 @@ namespace dlib
         unsigned long get_subproblem_max_iterations (
         ) const { return sub_max_iter; }
 
+        void set_max_runtime (
+            const std::chrono::nanoseconds& max_runtime_
+        ) 
+        {
+            max_runtime = max_runtime_;
+        }
+
+        std::chrono::nanoseconds get_max_runtime (
+        ) const
+        {
+            return max_runtime;
+        }
+
         void set_inactive_plane_threshold (
             unsigned long inactive_thresh_
         ) 
@@ -249,6 +263,8 @@ namespace dlib
 
             const double prior_norm = have_prior ?  0.5*dot(prior,prior) : 0;
 
+            const auto time_to_stop = std::chrono::steady_clock::now() + max_runtime;
+
             unsigned long counter = 0;
             while (true)
             {
@@ -297,6 +313,8 @@ namespace dlib
                 {
                     break;
                 }
+                if (std::chrono::steady_clock::now() >= time_to_stop)
+                    break;
 
                 // compute kernel matrix for all the planes
                 K.swap(Ktmp);
@@ -398,6 +416,8 @@ namespace dlib
         unsigned long sub_max_iter;
 
         unsigned long inactive_thresh;
+
+        std::chrono::nanoseconds max_runtime = std::chrono::hours(24*356*290); // 290 years
     };
 }
 

dlib/optimization/optimization_oca_abstract.h

@@ -3,6 +3,8 @@
 #undef DLIB_OPTIMIZATION_OCA_ABsTRACT_Hh_
 #ifdef DLIB_OPTIMIZATION_OCA_ABsTRACT_Hh_
 
+#include <chrono>
+
 // ----------------------------------------------------------------------------------------
 
 namespace dlib
@@ -131,6 +133,8 @@ namespace dlib
                 - get_subproblem_epsilon() == 1e-2
                 - get_subproblem_max_iterations() == 50000
                 - get_inactive_plane_threshold() == 20
+                - get_max_runtime() == std::chrono::hours(24*356*290)
+                  (i.e. 290 years, so basically forever)
 
             WHAT THIS OBJECT REPRESENTS
                 This object is a tool for solving the optimization problem defined above
@@ -324,6 +328,22 @@ namespace dlib
                   inactivity required before a cutting plane is removed.
         !*/
 
+        void set_max_runtime (
+            const std::chrono::nanoseconds& max_runtime
+        ) const;
+        /*!
+            ensures
+                - #get_max_runtime() == max_runtime
+        !*/
+
+        std::chrono::nanoseconds get_max_runtime (
+        ) const;
+        /*!
+            ensures
+                - returns the maximum amount of time we will let the solver run before 
+                  making it terminate.
+        !*/
+
     };
 }