One algorithm for each cut callback
It would be nice if we indicate this only if at least one lazy cut callback is defined. For this, I suggest to transform CutCallbacks to CutCallback which separates only one family of cuts. CutCallback would now whether it is lazy or facultative and its priority. Then every algorithm which uses cut separation (ColCutGenConquer and ColumnGeneration) should have a vector of CutCallback as a parameter. Then, there will be no overhead if no cut callbacks are defined. And it would be more flexible as priorities would allow us to separate "light" cut before "heavy" ones using priorities
Originally posted by @rrsadykov in https://github.com/atoptima/Coluna.jl/pull/452#discussion_r583456429
Ok, thanks Guillaume for posting this issue.