JuliaOpt/GLPKMathProgInterface.jl — pull request #9 by carlobaldassi (2014-02-20 10:46:38+00:00)
Title: Update for new heuristic callback design

@IainNZ this is an alternative take on the new heuristic callback implementation, but I did not test it, can you do it?

The way this works is by keeping a solution vector, and signalling via NaNs which values are not initialized. This may an abuse of the meaning of NaN, but I thought it is safe. Another possibility is adding a bitmask (DataFrames style).

Note: the way it works now tries to mimic what you submitted in #8, in that after the solution is fed to the GLPK solver, it is "forgotten", i.e. one needs to call `cbsetsolutionvalue!` every time before using `cbaddsolution!`.