[Cbc] Using parallel branch & bound

[Jesse Jaanila]

Hi,

In the past, I have used CBC though Julia JuMP library, where running
parallel branch & bound can be done easily by specifying the Threads=N
argument for the solver. I'm now transferring some of my code to C++ and
I'm not sure how to run the B&B parallel using C++. Is it trivial?

What's worrisome is that model.haveMultiThreadSupport() returns false which
suggest I don't even have the prerequisites for parallel B&B. I guess the
quick start guide for Unix-like systems in https://projects.coin-or.org/Cbc
doesn't include the necessary option for building CBC with parallel
support. What actions should I take? I'm fine with rebuilding the whole set
of libraries and dependencies.

Thanks!
Jesse
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