MOSEK: timelim option

Fixes many end2end tests for MOSEK, as the scripts assume this option

solvers/mosek/mosekbackend.cc

@@ -339,6 +339,10 @@ void MosekBackend::InitCustomOptions() {
     "Which algorithm to use for non-MIP problems or for the root node of MIP problems:\n"
     "\n.. value-table::\n", MSK_IPAR_OPTIMIZER, alg_values_method, 2);
 
+  AddSolverOption("lim:time timelim timelimit",
+      "Limit on solve time (in seconds; default: no limit).",
+      MSK_DPAR_OPTIMIZER_MAX_TIME, 0.0, DBL_MAX);
+
   // Example of stored option, to be acted upon in the driver code
   AddStoredOption("tech:exportfile writeprob writemodel",
       "Specifies the name of a file where to export the model before "

test/end2end/scripts/python/AMPLRunner.py

@@ -246,6 +246,9 @@ def _run(self, model: Model,  logFile : str = None):
             print("Solving... ", end="")
           t.tick()
           self._ampl.solve()
+          solve_result = self._ampl.get_value("solve_result")
+          if solve_result != "solved":
+              print("WARNING: not solved (solve_result: {})".format(solve_result))
           amplStats["AMPLsolveTime"]= t.toc()
       self.stats["AMPLstats"] = amplStats
       interval = self._ampl.getValue("_solve_elapsed_time")