performance - Python cvxopt glpk ilp return first feasible solution -

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i using cvxopt.glpk.ilp solve complicated mixed integer program. wondering if there way program terminate after finding first solution? takes long , feasible solution work fine purposes.

if you're using pulp (another python library cvxopt) invoke glpk solve mip, there 1 parameter called maxtime. if set maxtime=1 solver is, terminate search (almost) right after finding first solution. bet cvxopt should have similar parameter glpk since either pulp or cvxopt wrapper of solvers.

copy paste description of maxtime parameter in xpress solver, think glpk should have similar may need find out.

the maximum time in seconds optimizer run before terminates, including problem setup time , solution time. mip problems, total time taken solve nodes.          0 = no time limit.         n > 0 = if integer solution has been found, stop mip search after n seconds, otherwise continue until integer solution found.         n < 0 = stop in lp or mip search after -n seconds.

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