As suggested previously by Nathann Cohen, the method solver_parameter
allows to do such a thing
sage: p = MixedIntegerLinearProgram(solver = "Gurobi")
sage: p.solver_parameter?
In the documentation that appears, it says:
Gurobi’s parameters should all be available through this method. Their list is available on Gurobi’s website http://www.gurobi.com/documentation/5.5/reference-manual/node798.
but this link is broken and leads us to http://www.gurobi.com/documentation/ instead. How do I set solver_parameter to make Gurobi use more than one processor?