Add support for MOI.TimeLimitSec (#280)

Author: matbesancon

src/MOI_wrapper/MOI_wrapper.jl

@@ -172,6 +172,29 @@ end
 
 MOI.get(optimizer::Optimizer, ::MOI.Silent) = optimizer.silent
 
+###
+### MOI.TimeLimitSec
+###
+
+MOI.supports(::Optimizer, ::MOI.TimeLimitSec) = true
+
+function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, time_limit::Real)
+    optimizer.options[:time_limit_secs] = convert(Float64, time_limit)
+    return
+end
+
+function MOI.set(optimizer::Optimizer, ::MOI.TimeLimitSec, ::Nothing)
+    delete!(optimizer.options, :time_limit_secs)
+    return
+end
+
+function MOI.get(optimizer::Optimizer, attr::MOI.TimeLimitSec)
+    if !haskey(optimizer.options, :time_limit_secs)
+        throw(MOI.GetAttributeNotAllowed(attr))
+    end
+    return optimizer.options[:time_limit_secs]
+end
+
 ###
 ### MOI.AbstractModelAttribute
 ###
@@ -482,7 +505,13 @@ function MOI.get(optimizer::Optimizer, ::MOI.TerminationStatus)
     elseif s == -6
         return MOI.ALMOST_DUAL_INFEASIBLE
     elseif s == 2
-        return MOI.ALMOST_OPTIMAL
+        if occursin("reached time_limit_secs", optimizer.sol.raw_status)
+            return MOI.TIME_LIMIT
+        elseif occursin("reached max_iters", optimizer.sol.raw_status)
+            return MOI.ITERATION_LIMIT
+        else
+            return MOI.ALMOST_OPTIMAL
+        end
     elseif s == -5
         return MOI.INTERRUPTED
     elseif s == -4

test/MOI_wrapper.jl

@@ -249,6 +249,16 @@ function test_redirect_stdout()
     return
 end
 
+function test_time_limit()
+    model = SCS.Optimizer()
+    @test_throws MOI.GetAttributeNotAllowed MOI.get(model, MOI.TimeLimitSec())
+    MOI.set(model, MOI.TimeLimitSec(), 1)
+    @test MOI.get(model, MOI.TimeLimitSec()) === 1.0
+    MOI.set(model, MOI.TimeLimitSec(), nothing)
+    @test_throws MOI.GetAttributeNotAllowed MOI.get(model, MOI.TimeLimitSec())
+    return
+end
+
 end  # module
 
 TestSCS.runtests()