title: max_iters doesn't seem to work with GLPK_MI solver in Python
body: <p>I'm debugging my code right now and since it's running with some datas and not with other ones, I wanted to set the 'max_iters' option to 1 to see if it works in only 1 iteration or if it needs more. I realised it doesn't seem to even use it. I tried putting a string &quot;hello&quot; instead of an int and it even worked. Do someone knows if it's a known problem?</p>
  <pre><code>self.prob.solve(solver=&quot;GLPK_MI&quot;, max_iters=1)
  </code></pre>
  <p>I'm using the CVXPY module with CVXOPT.</p>
  <p>EDIT:
  I want to do this because I don't get an error, it just continues to run forever. And with the project I'm working on it can take a lot of time to run so I wonder if it's really not working or if it's just a question of time.</p>