How to set Pyomo solver timeout?

Question

How to set the timeout for Pyomo solve() method ? More specifically, to tell pyomo, after x seconds, return the optimal solution currently found ?

Answer 1

So I was able to find the answer via pyomo documentation and I thought it would be helpful to share.

To set the timeout for Pyomo solve() method:

solver.solve(model, timelimit=5)

However this will throw pyutilib.common._exceptions.ApplicationError: "Solver (%s) did not exit normally" % self.name ) if the solver is not terminated. What I really want is to pass the timelimit option to my solver. In my case of cplex solver, the code will be like this:

solver = SolverFactory('cplex')
solver.options['timelimit'] = 5
results = solver.solve(model, tee=True)

More on pyomo and cplex docs.

Answer 2

I had success with the following in PYOMO. The name of the time limit option is different for cplex and glpk.

    self.solver = pyomo.opt.SolverFactory(SOLVER_NAME)
    if SOLVER_NAME == 'cplex':
        self.solver.options['timelimit'] = TIME_LIMIT
    elif SOLVER_NAME == 'glpk':         
        self.solver.options['tmlim'] = TIME_LIMIT
    elif SOLVER_NAME == 'gurobi':           
        self.solver.options['TimeLimit'] = TIME_LIMIT

Where TIME_LIMIT is an integer time limit in seconds.