[Cbc] CBC with an OA-based solver

[Victor Zverovich]

Dear All,

I am trying to make CBC 2.4 work with an outer approximation based nonlinear
solver.
To this end I implemented an OsiSolverInterface for the solver and created a
cut generator which is called when a solution is found.
However CBC doesn't apply the cuts created by this generator, it only stores
them in globalCuts_.
I checked that the first cut is correct and that it cuts off the solution
but for some reason it is never added and the execution goes on without any
progress in the following loop in CbcModel::chooseBranch:

  while (anyAction == -1) {
    // Set objective value (not so obvious if NLP etc)
    ...

1. Am I doing something wrong or is it a bug in CBC?
2. Is there an example of how to use CBC with a nonlinear solver? I have
found qmip example which seems close but not exactly what I need.

Thank you in advance,
Victor
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