This is covered by issue1076 and issue1093. The actual support for newer CPLEX and SoPlex version is merged already, so we can close this one. issue1093 will cover updating the Github actions.

Related issues for Gurobi: issue926, issue972.

If we look at all the LP solver components, I suggest we also take a look at Gurobi and make a decision whether we want to support it in earnest or drop it as an option. I think it is only potentially worth supporting if it offers a clear performance advantage over Soplex.

Looked up their github page (https://github.com/coin-or/Osi). It still says <4.0 for SoPlex. Thus, there is no newer SoPlex version. This simplifies the issue to support or CPLEX2010 and performance changes.

Does the newest OSI support SoPlex 4 (or 5) by now? Last time I checked it didn't because SoPlex did a major interface change between versions 3 and 4. But that was a long time ago, so it could well be that they support it by now.

Our CPLEX version is 2 years and SoPlex 3 years old. I suggest to add support for:
- CPLEX 20.10 (that is quite simple, but still works with out OSI version)
- newer SoPlex (as I read the wiki, this requires a new OSI version)
- Check performance changes