fix: scipy time limit raises SolverError

[allenlawrence94]

Description

When using SciPy, if the solver reaches it's set time limit, a SolverError is raised. This change makes it so these instances are instead reported as OPTIMAL_INACCURATE. I think this behavior is more consistent with other solvers - this is at least how GLPK works currently.

I haven't added a unit test for this. Let me know if this seems necessary.

Type of change

• New feature (backwards compatible)
• New feature (breaking API changes)
• Bug fix
• Other (Documentation, CI, ...)

Contribution checklist

• Add our license to new files.
• Check that your code adheres to our coding style.
• Write unittests.
• Run the unittests and check that they’re passing.
• Run the benchmarks to make sure your change doesn’t introduce a regression.

[github-actions]

Benchmarks that have stayed the same:

   before           after         ratio
 [a9e2a0e8]       [887c0895]
      52.0±0s          54.4±0s     1.05  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      34.5±0s          35.0±0s     1.02  cvar_benchmark.CVaRBenchmark.time_compile_problem
      4.73±0s          4.80±0s     1.02  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
      10.3±0s          10.4±0s     1.01  semidefinite_programming.SemidefiniteProgramming.time_compile_problem
      27.8±0s          28.1±0s     1.01  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem
      13.2±0s          13.3±0s     1.00  svm_l1_regularization.SVMWithL1Regularization.time_compile_problem
      2.10±0s          2.10±0s     1.00  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      11.0±0s          10.8±0s     0.98  huber_regression.HuberRegression.time_compile_problem
      10.3±0s          9.70±0s     0.94  optimal_advertising.OptimalAdvertising.time_compile_problem

[SteveDiamond]

Thanks for making this PR! You should make sure a solution is actually present when the iteration limit/time limit is reached. We made a similar change to the SCIP interface, which caused a different bug (see #2050). This is a bit hard to unit test but if you could try I'd appreciate it (in test_conic_solvers.py).

[allenlawrence94]

Will do! Apologies for not searching issues first Just realized that SCIP != SciPy

[allenlawrence94]

@SteveDiamond You were right to be concerned! It seems that when a time limit is reached, scipy will only sometimes return a solution. I was only able to get "Time limit reached" with a solution present when solving a MI problem with presolve=True (which is the default).

The unit test I added may be flaky since it uses a time limit, but, unfortunately, SciPy/HiGHS has no iteration limit for MI problems. If you're concerned about this, we could drop the "run without enough time to find optimum" part.

[SteveDiamond]

Since the "run without enough time to find optimum" test passes on all CI platforms I think it's probably ok. @rileyjmurray @phschiele what do you think?