Remove continuous singletons from double-sided rows

[Opt-Mucca]

General idea: We currently have no explicit reduction for a column s, with 0 cost, and that only appears in a single double-sided row b_0 <= a^Tx + cs <= b_1. Dual fixing removes all cases where b_0 == -kHighsInf or b_1 == kHighsInf, but the column is left alone if b_0 and b_1 are finite. Removing the column may allow additional reductions to be made.

Motivation: I was playing around with an instance, trying to figure out why HiGHS wasn't making a reduction, and thought this would help (spoiler: it did not), but while doing so I stumbled upon an old TODO in the code with the exact suggestion.

@fwesselm Three major questions:

• Do you think this is worth adding? I haven't performance tested this.
• If so should this be kept behind a MIP-only flag?
• I'm currently skipping the case where s has infinite bounds, but in theory we could handle that here. The issue is I'm not sure what to do with infinite values in postsolve.

Edit: Need to look into the failing tests (they're passing locally.....). Windows does not like this change at all.

[codecov]

Codecov Report

❌ Patch coverage is 92.50000% with 12 lines in your changes missing coverage. Please review.
✅ Project coverage is 73.00%. Comparing base (dd33e6e) to head (2239269).
⚠️ Report is 30 commits behind head on latest.

Files with missing lines	Patch %	Lines
highs/presolve/HighsPostsolveStack.h	70.58%	5 Missing ⚠️
highs/presolve/HighsPostsolveStack.cpp	93.44%	4 Missing ⚠️
highs/lp_data/HighsModelUtils.cpp	70.00%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           latest    #2962      +/-   ##
==========================================
+ Coverage   72.94%   73.00%   +0.05%     
==========================================
  Files         426      426              
  Lines      102185   102473     +288     
  Branches    16443    16501      +58     
==========================================
+ Hits        74540    74808     +268     
- Misses      27369    27389      +20     
  Partials      276      276              

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[fwesselm]

This is great, @Opt-Mucca! I would like to experiment with this a llittle more. Also, there is HPresolve::removeSlacks which handles a "similar" case. If you are OK with it, I would make some more changes (on top of your change).

[Opt-Mucca]

@fwesselm I was worried that I was missing something, so please make any changes you want.

[jajhall]

@Opt-Mucca I've merge the fix for HighsPostsolveStack::ZeroObjSingletonContinuousCol::undo into this branch, and merged in latest. There's some checking code that prints diagnostic information in the event of errors that assert with debug, and this will disappear when some testing on larger MIPs has been done, and the maths has been looked at properly. I'd like to say that I'll have time to think about the latter in the next few days, but I won't.

TEST_CASE("issue-2962", is the example that previously yielded iterations after postsolve due to one of the ZeroObjSingletonContinuousCol being made basic in postsolve, leading to an incorrect number of basic variables.

[jajhall]

This is now draft until the maths has been checked and the error-checking code has been removed

[jajhall]

HPresolve::redundantSingletonColDoubleSidedSlack is now renamed HPresolve::zeroCostSingleton, and handles zero cost singletons with any bounds. It's also applied to equations, which exposed a serious error in HPresolve::dualFixing. This error has been fixed.

zeroCostSingleton and dualFixing are also logged, and can be switched off.