[FEA] Add way to provide initial primal/dual solution for C API #719
Description
Is your feature request related to a problem? Please describe.
Hi, I've got a workflow that involves solving a sequence of LPs, where problem n+1 is a slight modification of problem n. As a result, the solution from problem n is often a very good starting guess for problem n+1. However, it seems that while there is a way to prescribe an initial primal/dual solution with the C++ API, I didn't see a way to do that from the (stable) C API.
Describe the solution you'd like
I'd like to extend the C API by adding new functions that allow the user to specify an initial primal/dual solution. It appears that the implementation is already there, it's just a matter of exposing it.
Describe alternatives you've considered
I've tried using the C++ API directly, but this is undesirable for two main reasons:
- it requires building cuOpt from source, which is challenging due to dependency management
- it is risky in the sense that the C++ API does not make any stability guarantees