method for setting arbitrary parameters
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Description
Hello,
I use cvxpy with cbc solver from CyLP to solve ILP problem of a big size.
Parameters which I pass to cvxpy function solve:
`problem.solve(verbose=True, solver='CBC', numberThreads = 1, allowablePercentageGap = 1)`
are not later used in CyLP. Because the problem is big I want to use more threads for counting.
Is it possible to add method for setting arbitrary parameters and use more threads to solve problem?
Discussion on this topic here: https://github.com/coin-or/Cbc/issues/489
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