Multi-threading on solving subproblems

[dianabarros]

This implementation needs Gurobi to work.

[dianabarros]

@guimarqu @cristianabentes ,
this branch contains changes only related to the parallelization of the solve subproblems loop. For now, I’m using a global variable to say if we want to run the code using threads or not. I understand this might not be the best way of doing it, but I’d like to know what would be the best way of doing it for Coluna.
We could pass it as a parameter to the function but i don’t know at what point in the code we can set it.

I also didn't add Gurobi packages since a license is needed to run it, but it's important to note that this parallelization will only work with Gurobi. Should we keep it like this to merge with master?

[codecov]

Codecov Report

Merging #345 into master will decrease coverage by 0.19%.
The diff coverage is 53.57%.

@@            Coverage Diff             @@
##           master     #345      +/-   ##
==========================================
- Coverage   75.49%   75.29%   -0.20%     
==========================================
  Files          50       50              
  Lines        3664     3672       +8     
==========================================
- Hits         2766     2765       -1     
- Misses        898      907       +9     

Impacted Files	Coverage Δ
src/Coluna.jl	100.00% <ø> (ø)
src/Algorithm/colgen.jl	81.20% <51.85%> (-2.53%)	⬇️
src/MathProg/optimizerwrappers.jl	70.44% <100.00%> (-0.19%)	⬇️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 91afce9...f005bb9. Read the comment docs.

[guimarqu]

I also didn't add Gurobi packages since a license is needed to run it, but it's important to note that this parallelization will only work with Gurobi. Should we keep it like this to merge with master?

If I have my own thread-safe algorithm to solve the subproblem, it should work, isn't it ?
If yes, I'll write an algorithm to solve the subproblem and put that in tests (but no in this PR, I'll do it later).

[cristianabentes]

If I have my own thread-safe algorithm to solve the subproblem, it should work, isn't it ?

Yes

If yes, I'll write an algorithm to solve the subproblem and put that in tests (but no in this PR, I'll do it later).

Ok, but meanwhile we need Gurobi. We will leave the execution with Gurobi only in our branch. On the master branch the parallelization will be turned off until the home-made solution is ready.

[guimarqu]

It looks unused

[dianabarros]

You're right, we don't need it anymore. I removed it.

[guimarqu]

Close PR #341 #333 #217 #188