In CVXR, it is currently only possible to set a time limit when using the GLPK solver. With CPLEX, for instance it is not yet possible. Are there plans to allow other solver options?
Anyway, the current possible solution status are "optimal", "optimal_inaccurate", "infeasible", "infeasible_inaccurate", "unbounded", "unbounded_inaccurate", or "solver_error".
What happens if, say in an integer programming problem with GLPK, the solver reaches the time limit before being able to find any solution. What is the status in this case? It seems that none of the above captures this behaviour.
Also, what happens when the solver reaches the time limit, but has not proved optimality? Is the status "optimal_inaccurate" in this case, even if the solution may very well be non-optimal?
Thank you very much!