Heuristic callback with non-Float64

[blegat]

We could add a method that does not require Float64 and does the conversion to:

JuMP.jl/src/callbacks.jl

Line 59 in b92ba1b

values::Vector{Float64}

See https://discourse.julialang.org/t/how-to-define-a-heuristic-callback-using-jump/43322/2

[odow]

Probably just

function MOI.submit(
    model::Model,
    cb::MOI.HeuristicSolution,
    variables::Vector{VariableRef},
    values::Vector{<:Real}
)
    return MOI.submit(backend(model), cb, index.(variables), Float64.(values))
end

Or we just relax the signature here and force the solvers to accept <:Real. There are only 3 (Gurobi, CPLEX, and GLPK).

[blegat]

We probably want to avoid the broadcast in case it's already Float64