I've been using PuLP to solve a particular mixed integer linear program (MIP) I am interested in. However, as the problem size grows, PuLP is taking too long. I want to be able to run the solver for some time and terminate it prematurely if its taking to long and obtain the best feasible solution so-far computed. I have tried manually timing the solver out with signal, but the variables are all "None". I've looked at the documentation and PuLP does not seem to support this, though as I understand it, most of the solver routines it calls do. Is there a way to impose a time limit for PuLP? Continue reading...
