[Couenne] Creating Couenne problem directly in C++ code

[Florent Teichteil]

Dear Couenne developers,

I would like to create a Couenne problem instance directly from C++
code by using Couenne as a linkable library. To be clear, I need to
create a MINLP problem at execution time depending on the current
context of my application, so I don't want to write a nl file and then
invoke the Couenne problem in a pipe, read the output and so on. I
would like to directly code the problem in C++ and call the solver in
C++ code.

It seems that there is no documentation to write Couenne problem in
direct C++ code. I looked at the AMPL reading classes but the code is
not trivial at all.

Thus, I looked at the Ooptimization Services interface of Couenne,
since it would be much easier to code the problem instance with
OSInterface from COIN's Optimization Services project, and then load
this instance from Couenne by using CouenneOSInterface.

However, the current code of CouenneOSInterface seems to be
unfinished, isn't it?
What would be the best approach to directly code my Couenne problem in
C++ without going through nl files?

Thank you very much in advance for your help,
Best regards,

Florent Teichteil.