Add option to set the number of threads for the CPLEX_PY API (#666)

* set number of threads for CPLEX_PY

* rename CPLEX_PY threads option for consistency

* changed CPLEX_PY threads default to "None" for consistency

pulp/apis/cplex_api.py

@@ -303,6 +303,7 @@ def __init__(
             logPath=None,
             epgap=None,
             logfilename=None,
+            threads=None
         ):
             """
             :param bool mip: if False, assume LP even if integer variables
@@ -313,6 +314,7 @@ def __init__(
             :param str logPath: path to the log file
             :param float epgap: deprecated for gapRel
             :param str logfilename: deprecated for logPath
+            :param int threads: number of threads to be used by CPLEX to solve a problem (default None uses all available)
             """
             if epgap is not None:
                 warnings.warn("Parameter epgap is being depreciated for gapRel")
@@ -337,6 +339,7 @@ def __init__(
                 timeLimit=timeLimit,
                 warmStart=warmStart,
                 logPath=logPath,
+                threads=threads,
             )
 
         def available(self):
@@ -455,6 +458,7 @@ def cplex_var_types(var):
                 self.changeEpgap(gapRel)
             if self.timeLimit is not None:
                 self.setTimeLimit(self.timeLimit)
+            self.setThreads(self.optionsDict.get("threads", None))
             if self.optionsDict.get("warmStart", False):
                 # We assume "auto" for the effort_level
                 effort = self.solverModel.MIP_starts.effort_level.auto
@@ -478,6 +482,12 @@ def setlogfile(self, fileobj):
             self.solverModel.set_warning_stream(fileobj)
             self.solverModel.set_results_stream(fileobj)
 
+        def setThreads(self, threads=None):
+            """
+            Change cplex thread count used (None is default which uses all available resources)
+            """
+            self.solverModel.parameters.threads.set(threads or 0)
+
         def changeEpgap(self, epgap=10**-4):
             """
             Change cplex solver integer bound gap tolerence