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Reporting intermediate solutions #558
Description
For several use-cases where you solve hard optimization problems, it might be useful to get the intermediate solutions back from the solver.
I know Gurobi and OR-Tools support this feature through callbacks, but it requires a user to write its own wrapper for each solver he wants to use.
I think it would be nice if we can handle this in a more unified way.
If you agree, let's use this issue on how exactly this feature should be implemented.
My take:
Something similar to the display parameter in solveAll would be nice I think.
Here, we can either pass a (list of) expressions whose value is printed after each solution found, or a "real" callback function that gets called on every solution. A user can use the callback himself to track time until this solution or similar stats.