Solver timeout (and other config)

[tomerarnon]

It would be great to be able to configure solver parameters like a timeout (in terms of cpu time, clock time, etc) as mentioned in #97. Other configuration options could be useful as well. Solvers that call library functions from JuMP, etc, should pass parameters like timeout along.

[AvrahamRaviv]

Hi
I spent a lot of time trying to make a timeout using Julia, but I failed.
Finally, I used python's subprocess library, but it's not ideal. My code is:
`

             try:
                max_time = 150 # 150 Sec
                output = subprocess.check_output(['Julia', 'juliafile.jl'], timeout=max_time).splitlines()
                # do something
            except subprocess.TimeoutExpired:
                print("the process was too long")

`

[tomerarnon]

Thanks!
I think what we will ultimately do is something along the lines of adding a SolverConfig struct with the relevant fields (TBD). For solvers that call JuMP, we can pass time limits along to JuMP.set_time_limit_sec. For other solvers we may have to keep track of time ourselves.
Although I've never looked into it, I think also calling yield() in the solvers can allow them to be run asynchronously and terminated externally after a set amount of time. This could also be a direction to look at.