Hot-start not implemented ?

[flomnes]

Benchmarks indicate that hot-start is not properly implemented in the XPRESS interface.

[flomnes]

For the Sirius interface, this piece of code was commented out in method SiriusInterface::SetVariableBounds

//if (!supportIncrementalExtraction && !(slowUpdates & SlowSetVariableBounds)) {
//	InvalidateModelSynchronization();
//}
//else

Note that !supportIncrementalExtraction && !(slowUpdates & SlowSetVariableBounds) is always true.

Before that change, the hot-start was broken, after it worked fine. Internally, the default value for "keep basis" in Sirius is true.

The default value for XPRS_KEEPBASIS is 1, meaning "The previously loaded basis (last in memory) should be used."

I don't know if we want to delay extraction for variable bounds in XPRESS like we did in Sirius. It seems to me that XpressInterface::SetVariableBounds pretends to do that, but actually does nothing (bounds are lost forever), to be confirmed.