Setting a time limit

[rconnorjohnstone]

I can't find any support for any kind of time limit in NLsolve. Does this exist? For instance in JuMP using Ipopt as the solver I can set a maximum cpu time limit for a given problem. I can't use JuMP in my case for a number of reasons though.

As far as I can tell, NLsolve only allows for limiting the number of iterations. This doesn't always work for problems that aren't well behaved, though.

[denbigh]

I just want to nudge this: this would be an extremely useful feature.