WIP: adding cplex annotations to be used for bender decomposition (#125)

* added annotations to handle benders

* solver removed from CplexModel

* Removing cstrs decomposition (DW dec not supported)

* Keep annotations only

src/CplexSolverInterface.jl

@@ -241,7 +241,7 @@ function setvartype!(m::CplexMathProgModel, v::Vector{Symbol})
     prob_type = get_prob_type(m.inner)
     if target_int
         if m.inner.has_sos # if it has sos we need to keep has_int==true and the MI(prob_type) version.
-            set_vartype!(m.inner, map(x->rev_var_type_map[x], v))    
+            set_vartype!(m.inner, map(x->rev_var_type_map[x], v))
         else
             m.inner.has_int = false
             if !(prob_type in [:LP,:QP,:QCP])

src/cpx_solve.jl

@@ -36,6 +36,36 @@ function set_branching_priority(model::Model, indices::Vector{Cint}, priority::V
     return nothing
 end
 
+
+function newlongannotation(model::Model, name::String, defval::Clong)
+    stat = @cpx_ccall(newlongannotation, Cint, (
+                      Ptr{Void},
+                      Ptr{Void},
+                      Ptr{Cchar},
+                      Clong),
+                      model.env.ptr, model.lp, name, defval)
+    stat == 0 || throw(CplexError(model.env, stat))
+
+    return nothing
+end
+
+function setlongannotations(model::Model, idx::Cint, objtype::Cint, cnt::Cint, indexArr::Array{Cint},
+                valArr::Array{Clong})
+    stat = @cpx_ccall(setlongannotations, Cint, (
+                Ptr{Void},
+                Ptr{Void},
+                Cint,
+                Cint,
+                Cint,
+                Ptr{Void},
+                Ptr{Void}),
+                model.env.ptr, model.lp, idx, objtype, cnt, indexArr, valArr)
+    stat == 0 || throw(CplexError(model.env, stat))
+    return nothing
+end
+
+export setlongannotations, newlongannotation
+
 function get_objval(model::Model)
   objval = Array(Cdouble, 1)
   stat = @cpx_ccall(getobjval, Cint, (