Cannot set time limit with PDLP and GLOP

[sunnyxxchen]

Describe the bug
An error occurs when passing the time_limit_sec option to PDLP and GLOP.

To Reproduce

import cvxpy as cp

x = cp.Variable(1)
objective = cp.Minimize(x)
prob = cp.Problem(objective)

prob.solve(solver=cp.PDLP)
prob.solve(solver=cp.PDLP, time_limit_sec=5.0)
prob.solve(solver=cp.GLOP, time_limit_sec=5.0)

Output
Using PDLP produces the following stacktrace:

AttributeError                            Traceback (most recent call last)
Input In [9], in <cell line: 7>()
      3 objective = cp.Minimize(x)
      5 prob = cp.Problem(objective)
----> 7 prob.solve(solver=cp.PDLP, time_limit_sec=5.0)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/problems/problem.py:481, in Problem.solve(self, *args, **kwargs)
    479 else:
    480     solve_func = Problem._solve
--> 481 return solve_func(self, *args, **kwargs)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/problems/problem.py:1016, in Problem._solve(self, solver, warm_start, verbose, gp, qcp, requires_grad, enforce_dpp, ignore_dpp, **kwargs)
   1012     s.LOGGER.info(
   1013             'Invoking solver %s  to obtain a solution.',
   1014             solving_chain.reductions[-1].name())
   1015 start = time.time()
-> 1016 solution = solving_chain.solve_via_data(
   1017     self, data, warm_start, verbose, kwargs)
   1018 end = time.time()
   1019 self._solve_time = end - start

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:361, in SolvingChain.solve_via_data(self, problem, data, warm_start, verbose, solver_opts)
    325 def solve_via_data(self, problem, data, warm_start: bool = False, verbose: bool = False,
    326                    solver_opts={}):
    327     """Solves the problem using the data output by the an apply invocation.
    328 
    329     The semantics are:
   (...)
    359         a Solution object.
    360     """
--> 361     return self.solver.solve_via_data(data, warm_start, verbose,
    362                                       solver_opts, problem._solver_cache)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/reductions/solvers/conic_solvers/pdlp_conif.py:161, in PDLP.solve_via_data(self, data, warm_start, verbose, solver_opts, solver_cache)
    159     parameters.MergeFrom(proto)
    160 if "time_limit_sec" in solver_opts:
--> 161     request.solver_time_limit_sec = float(solver_opts["time_limit_sec"])
    163 request.solver_specific_parameters = text_format.MessageToString(parameters)
    164 solver = model_builder_helper.ModelSolverHelper()

AttributeError: Protocol message MPModelRequest has no "solver_time_limit_sec" field.

while GLOP produces the following error:

TypeError                                 Traceback (most recent call last)
Input In [8], in <cell line: 7>()
      3 objective = cp.Minimize(x)
      5 prob = cp.Problem(objective)
----> 7 prob.solve(solver=cp.GLOP, time_limit_sec=5.0)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/problems/problem.py:481, in Problem.solve(self, *args, **kwargs)
    479 else:
    480     solve_func = Problem._solve
--> 481 return solve_func(self, *args, **kwargs)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/problems/problem.py:1016, in Problem._solve(self, solver, warm_start, verbose, gp, qcp, requires_grad, enforce_dpp, ignore_dpp, **kwargs)
   1012     s.LOGGER.info(
   1013             'Invoking solver %s  to obtain a solution.',
   1014             solving_chain.reductions[-1].name())
   1015 start = time.time()
-> 1016 solution = solving_chain.solve_via_data(
   1017     self, data, warm_start, verbose, kwargs)
   1018 end = time.time()
   1019 self._solve_time = end - start

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/reductions/solvers/solving_chain.py:361, in SolvingChain.solve_via_data(self, problem, data, warm_start, verbose, solver_opts)
    325 def solve_via_data(self, problem, data, warm_start: bool = False, verbose: bool = False,
    326                    solver_opts={}):
    327     """Solves the problem using the data output by the an apply invocation.
    328 
    329     The semantics are:
   (...)
    359         a Solution object.
    360     """
--> 361     return self.solver.solve_via_data(data, warm_start, verbose,
    362                                       solver_opts, problem._solver_cache)

File ~/opt/anaconda3/envs/aumc/lib/python3.10/site-packages/cvxpy/reductions/solvers/conic_solvers/glop_conif.py:155, in GLOP.solve_via_data(self, data, warm_start, verbose, solver_opts, solver_cache)
    153         return {"status": s.SOLVER_ERROR}
    154 if "time_limit_sec" in solver_opts:
--> 155     solver.SetTimeLimit(1000 * float(solver_opts["time_limit_sec"]))
    156 solver.Solve()
    157 solver.FillSolutionResponseProto(response)

File ~/.local/lib/python3.10/site-packages/ortools/linear_solver/pywraplp.py:525, in Solver.SetTimeLimit(self, x)
    524 def SetTimeLimit(self, x: "int64_t") -> "void":
--> 525     return _pywraplp.Solver_SetTimeLimit(self, x)

TypeError: in method 'Solver_SetTimeLimit', argument 2 of type 'int64_t'

Version

• OS: macOS 12.4
• CVXPY Version: 1.2.1

[rileyjmurray]

It looks like GLOP can be fixed by changing the relevant line to solver.SetTimeLimit(int(1000 * float(solver_opts["time_limit_sec"]))). The error with PDLP is pretty opaque; help(parameters) and help(request) produce no useful documentation when the debugger is paused before the relevant line. @mlubin could you offer a suggestion for how to fix?