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[FEA] Report MIP gap during dual-simplex execution #938

@bbozkaya

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@bbozkaya

When MIP solver times out due to time limit during dual-simplex root relaxation phase, it may have found a heuristic incumbent solution and reported it, but it would not report the current gap wrt. the heuristic solution. And in a callback event, cuOpt will report the gap as -inf while the dual-simplex is in progress.

Feature request:

  • include the MIP gap reporting (in logs) when a heuristic solution is found. For instance, report it as:
    "heuristic found a new solution : xxx , new mip_gap: xxx"
  • also report the MIP gap during dual simplex when the callback event is raised due to a new incumbent, instead of -inf.

This is useful in cases where the end user needs most up-to-date mip gap from the callback in order to adjust the further progress of the algorithm.

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