PuLP solvers do not respond to options fed to them - pulp

Question

So I've got a fairly large optimization problem and I'm trying to solve it within a sensible amount of time.
Ive set it up as:
import pulp as pl
my_problem = LpProblem("My problem",LpMinimize)
# write to problem file
my_problem.writeLP("MyProblem.lp")
And then alternatively
solver = CPLEX_CMD(timeLimit=1, gapRel=0.1)
status = my_problem .solve(solver)
solver = pl.apis.CPLEX_CMD(timeLimit=1, gapRel=0.1)
status = my_problem .solve(solver)
path_to_cplex = r'C:\Program Files\IBM\ILOG\CPLEX_Studio1210\cplex\bin\x64_win64\cplex.exe' # and yes this is the actual path on my machine
solver = pl.apis.cplex_api.CPLEX_CMD(timeLimit=1, gapRel=0.1, path=path_to_cplex)
status = my_problem .solve(solver)
solver = pl.apis.cplex_api.CPLEX_CMD(timeLimit=1, gapRel=0.1, path=path_to_cplex)
status = my_problem .solve(solver)
It runs in each case.
However, the solver does not repond to the timeLimit or gapRel instructions.
If I use timelimit it does warn this is depreciated for timeLimit. Same for fracgap: it tells me I should use relGap. So somehow I am talking to the solver.
However, nor matter what values i pick for timeLimit and relGap, it always returns the exact same answer and takes the exact same amount of time (several minutes).
Also, I have tried alternative solvers, and I cannot get any one of them to accept their variants of time limits or optimization gaps.
In each case, the problem solves and returns an status: optimal message. But it just ignores the time limit and gap instructions.
Any ideas?

Answer 1

out of the zoo example:
import pulp
import cplex
bus_problem = pulp.LpProblem("bus", pulp.LpMinimize)
nbBus40 = pulp.LpVariable('nbBus40', lowBound=0, cat='Integer')
nbBus30 = pulp.LpVariable('nbBus30', lowBound=0, cat='Integer')
# Objective function
bus_problem += 500 * nbBus40 + 400 * nbBus30, "cost"
# Constraints
bus_problem += 40 * nbBus40 + 30 * nbBus30 >= 300
solver = pulp.CPLEX_CMD(options=['set timelimit 40'])
bus_problem.solve(solver)
print(pulp.LpStatus[bus_problem.status])
for variable in bus_problem.variables():
print ("{} = {}".format(variable.name, variable.varValue))

Answer 2

Correct way to pass solver option as dictionary
pulp.CPLEX_CMD(options={'timelimit': 40})

Answer 3

#Alex Fleisher has it correct with pulp.CPLEX_CMD(options=['set timelimit 40']). This also works for CBC using the following syntax:
prob.solve(COIN_CMD(options=['sec 60','Presolve More','Multiple 15', 'Node DownFewest','HEUR on', 'Round On','PreProcess Aggregate','PassP 10','PassF 40','Strong 10','Cuts On', 'Gomory On', 'CutD -1', 'Branch On', 'Idiot -1', 'sprint -1','Reduce On','Two On'],msg=True)).
It is important to understand that the parameters, and associated options, are specific to a solver. PuLP seems to be calling CBC via the command line so an investigation of those things is required. Hope that helps