Timeout Indicator

[Richard Barnes]

The CBC solver takes an argument `maximumSeconds` which causes the solver to stop after a given amount of time.

Running this on a set of problems I know to be optimal solvable given sufficient time and looking at `problem.status` afterwards, I see either `unbounded` or `optimal_inaccurate`. These statuses don't reliably differentiate between a fact about the problem---it is unbounded---and a fact about how the problem has been solved---the solver ran out of time.

Is there a way to determine whether CBC timed out?

Thanks!
Richard

[Steven Diamond]

cvxpy now has a status for timeout "USER_LIMIT". It's not present in the CBC interface though. You're welcome to add it via a pull request. The CBC interface is here: https://github.com/cvxgrp/cvxpy/blob/master/cvxpy/reductions/solvers/conic_solvers/cbc_conif.py