Reads the problem data and sets up
the root subproblem. This includes specifying which cuts and variables are in
the core (those that are initially present in every subproblem during
the search process) and the additional cuts and variables to be initially
active in the root subproblem. By default, SYMPHONY reads an MPS or GMPL
file specified by the user, but the user can override this default by
implementing a user callback that reads the data from a file in a customized
format (see Section 3.4).