Change heuristic callback status to UNKNOWN instead of REJECTED

[odow]

Closes #494

@votroto is this what you were after?

[votroto]

Thanks! Well, possibly...
It's better, but as i understand it, when the "where" parameter is "MIPNODE", interpreting an infinite value as rejection is valid. However, since version 9.5 gurobi now allows users to provide heuristic solutions also during "MIP" and "MIPSOL". Users no longer have to hold onto solutions computed from a feasible solution during MIPSOL (or MIP) until the next MIPNODE comes around, gurobi now does it internally. This is why i belive it is reporting infinity (solution not found) in those cases too -- not because it was rejected, but because it was not even tried yet.

I have a question on their support forum asking for clarification and will report with the result.

[odow]

Updated, with a test.

[codecov]

Codecov Report

Base: 89.55% // Head: 89.57% // Increases project coverage by +0.01% 🎉

Coverage data is based on head (1c80e23) compared to base (44101cc).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #495      +/-   ##
==========================================
+ Coverage   89.55%   89.57%   +0.01%     
==========================================
  Files           5        5              
  Lines        2375     2379       +4     
==========================================
+ Hits         2127     2131       +4     
  Misses        248      248              

Impacted Files	Coverage Δ
src/MOI_wrapper/MOI_callbacks.jl	97.70% <100.00%> (+0.07%)	⬆️

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[votroto]

Nice, thank you! You were very quick.
Yes, Gurobi staff confirmed this. Here is the report as promissed:

Your interpretation is right. In the MIP and MIPSOL callback, the processing of the provided solution is delayed until the next possible point in the solution process, while in the MIPNODE callback the solution can be processed immediately. Because the solution is not checked at this point in the MIPSOL and MIP callback, the obj value is infinity. But still, the solution should be used later provided that Gurobi does not find a better solution in the meanwhile.

[odow]

Thanks for following up!