I have a problem that I have already posted elsewhere in OR.stack, but the question is focused around a large binary MILP (about 1 million decision variables). Ultimately, I am more time constrained than optimality constrained. I have an academic version of gurobi and it is able to provide feasible, good enough solutions quite fast (a few minutes). I am looking for a solver that I can use in python that will return the best solution once it hits a max time limit.
I have been using google ORtools with the CBC and SAT integer solvers, but any time I try to invoke a time limit it starts solving and then either ignores the time limit or when it hits, because it hasn’t found the “optimal” solution it returns no solution.