MOI rewrite using Clang

[joaquimg]

New plan:

• Generate lib.jl, common.jl, ctypes.jl using Clang.jl (done!)
• Write (minimal) Julian api.jl wrapper for all functions in Lib module
• Write (minimal) MOI wrapper (poor performance, only LP and simple MIP integer and binary) on top of functions exposed in api.jl (minimal version)
• Pass MOI (most basic LP and MIP) tests

This would allow Xpress to be used in the latest JuMP/MOI, which enable the broader public to use Xpress.

Then we could have a second (set of) PR(s) with:

• Write (more complete) Julian api.jl wrapper for all functions in Lib module
• Write (more complete) MOI wrapper (High Performance, QP, QCQP, SOCP, Callbacks, SOS, SemiContinuous etc) on top of functions exposed in api.jl (minimal version)
• Documentation
• Tests

This second could be done incrementally by many smaller PR's that people add as needed... and could be done in parallel.

Replaces #43

cc @kdheepak @jd-lara

Lets work on this one?

I will add you to the repo

[jd-lara]

@joaquimg I added the binaries and the code to run the windows tests. It is having issues with the GitHub authentication in windows and after many tests still can't figure out what's needed for the Travis VM to authenticate properly. Will come back to this later

[joaquimg]

whe I run:

using Xpress, MathOptInterface

MOI = MathOptInterface
MOIT = MathOptInterface.Test
Xpress.initialize()
OPTIMIZER = Xpress.Optimizer()
OPTIMIZER_2 = Xpress.Optimizer()
BRIDGED_OPTIMIZER = MOI.Bridges.full_bridge_optimizer( Xpress.Optimizer(), Float64)

BRIDGED_OPTIMIZER_2 = MOI.Bridges.full_bridge_optimizer(
    Xpress.Optimizer(), Float64)
MOIT.copytest(BRIDGED_OPTIMIZER, BRIDGED_OPTIMIZER_2)

I get

julia> MOIT.copytest(BRIDGED_OPTIMIZER, BRIDGED_OPTIMIZER_2)
Internal error: encountered unexpected error in runtime:
StackOverflowError()
forall_exists_subtype at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:1113
subtype_ccheck at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:472
var_gt at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:556
exists_subtype at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:1092 [inlined]
forall_exists_subtype at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:1120
subtype_ccheck at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:472
var_gt at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:556
exists_subtype at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:1092 [inlined]
forall_exists_subtype at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:1120
subtype_ccheck at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:472
var_gt at /home/Administrator/buildbot/worker/package_win64/build/src\subtype.c:556

And infinitely many other lines

[odow]

Uh oh. That looks pretty bad and a bug in base Julia.

Gurobi only tests copying full-bridged -> Gurobi.Optimizer:
https://github.com/JuliaOpt/Gurobi.jl/blob/01dd1970985f2beda17ccbe3e1a3b832eeb1b12e/test/MOI_wrapper.jl#L114-L117

I'm at NREL all next week, so I should be able to help them push this PR over the line.

[joaquimg]

Uh oh. That looks pretty bad and a bug in base Julia.

Gurobi only tests copying full-bridged -> Gurobi.Optimizer:
https://github.com/JuliaOpt/Gurobi.jl/blob/01dd1970985f2beda17ccbe3e1a3b832eeb1b12e/test/MOI_wrapper.jl#L114-L117

OPTIMIZER is a full bridge. So its actually full bridge to full bridge.

[joaquimg]

Xpress works just fine in julia:
1.0.5
1.3.1
It is breaking in:
1.1.0
1.1.1

This reminds me of:
jump-dev/Dualization.jl#67 (comment)
which trigged:
jump-dev/MathOptInterface.jl#980

[odow]

Oh. Then I have no idea.