An ability to get relative MIP GAP and expose linear solver callbacks API to the .Net #2608
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Hi!
I added an ability to get relative MIP GAP in the linear solver callback. It is nice to show (1 - relative MIP GAP)*100 to the user as "percentage". He sees that something is happening. So I added MPCallbackContext::GetRelativeMipGap method.
It is also a good opportunity to offer user to select a feasible solution if calculation takes a lot of time. When I played with SCIP solver I noticed, that RunCallback method is invoked several times with the same kMip event, but on some calls the solution either didn't have any variables or the variable values where obviously incorrect. So I introduced MPCallbackContext::HasValidMipSolution method. One another thing was that RunCallback method was invoked several times with the same solution, so I wanted to check if this solution has already been exposed to the caller code. MPCallbackContext::IsNewSolution does this trick.
I also partially expose callbacks API to the .Net world. Now it is read-only and doesn't support adding cuts, constraints or suggesting a solution.
These changes solve my issue #2603
These changes are only for SCIP solver, sorry, my C++ skills are not so good (I took a look at gurobi solver interface and it looks as magic for me :-)) and I don't have Gurobi license to perform tests.