[Symphony] Generating multiple solutions sequentially

[lebodicp at insa-rouen.fr]

Hello,

I have implemented a customized solver thanks to the callback functions.
I'm interested in finding multiple close-to-optimal solutions. My program
does the following: (1)read the problem data, (2)create and (3)solve the
problem, (4)cut the current solution by adding at least a row, repeat (3)
and (4).

I would be interested in optimizing run times. I have tried the warm start
feature, but as predicted by the manual, problem modifications such as row
addition are not supported. I also tried saving at root node and loading
after cutting the current solution, it didn't work. I also did the
following: use the previous solution found to user-specify a dual bound
for the next resolution. However, the solver did not seem to benefit from
this at all. I also tried adding an inequality, with the objective
function in the lhs, and the dual bound on the rhs. Weirdly, it made the
B&B stuck at this very value for many iterations, yielding much longer
execution times. It is an unexpected behaviour, since the polyhedron of
the LP has been cut. Could it be a bug? Or, could it be that the simplex
method (I use CLP) tends to slow down with this kind of inequality?
All in all, what can I save from the previous resolutions to help
following resolutions?
Thanks in advance,

Pierre