Fix time_limit_sec for GLOP and PDLP (#1859)

Fixes #1858
cvxpy · Nov 3, 2022 · e872ba3 · e872ba3
1 parent bd5b19c
commit e872ba3
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Showing 3 changed files with 14 additions and 2 deletions.
diff --git a/cvxpy/reductions/solvers/conic_solvers/glop_conif.py b/cvxpy/reductions/solvers/conic_solvers/glop_conif.py
@@ -152,7 +152,7 @@ def solve_via_data(
             if not solver.SetSolverSpecificParametersAsString(proto_str):
                 return {"status": s.SOLVER_ERROR}
         if "time_limit_sec" in solver_opts:
-            solver.SetTimeLimit(1000 * float(solver_opts["time_limit_sec"]))
+            solver.SetTimeLimit(int(1000 * solver_opts["time_limit_sec"]))
         solver.Solve()
         solver.FillSolutionResponseProto(response)
 

diff --git a/cvxpy/reductions/solvers/conic_solvers/pdlp_conif.py b/cvxpy/reductions/solvers/conic_solvers/pdlp_conif.py
@@ -158,7 +158,7 @@ def solve_via_data(
                 return {"status": s.SOLVER_ERROR}
             parameters.MergeFrom(proto)
         if "time_limit_sec" in solver_opts:
-            request.solver_time_limit_sec = float(solver_opts["time_limit_sec"])
+            request.solver_time_limit_seconds = float(solver_opts["time_limit_sec"])
 
         request.solver_specific_parameters = text_format.MessageToString(parameters)
         solver = model_builder_helper.ModelSolverHelper()

diff --git a/cvxpy/tests/test_conic_solvers.py b/cvxpy/tests/test_conic_solvers.py
@@ -747,6 +747,12 @@ def test_glop_bad_parameters(self) -> None:
         with self.assertRaises(cp.error.SolverError):
             prob.solve(solver='GLOP', parameters_proto="not a proto")
 
+    def test_glop_time_limit(self) -> None:
+        sth = sths.lp_1()
+        # Checks that the option doesn't error. A better test would be to solve
+        # a large instance and check that the time limit is hit.
+        sth.solve(solver='GLOP', time_limit_sec=1.0)
+
 
 @unittest.skipUnless('PDLP' in INSTALLED_SOLVERS, 'PDLP is not installed.')
 class TestPDLP(unittest.TestCase):
@@ -806,6 +812,12 @@ def test_pdlp_bad_parameters(self) -> None:
         with self.assertRaises(cp.error.SolverError):
             prob.solve(solver='PDLP', parameters_proto="not a proto")
 
+    def test_pdlp_time_limit(self) -> None:
+        sth = sths.lp_1()
+        # Checks that the option doesn't error. A better test would be to solve
+        # a large instance and check that the time limit is hit.
+        sth.solve(solver='PDLP', time_limit_sec=1.0)
+
 
 @unittest.skipUnless('CPLEX' in INSTALLED_SOLVERS, 'CPLEX is not installed.')
 class TestCPLEX(BaseTest):