DRAFT: Implement reoptimization.

[dhendryc]

Use SCIP reoptimization option at the root node.

This should be tested first in SCIP itself. There are problems with setting this parameter on our end.

[dhendryc]

[cons.c:2399] ERROR: constraint handler <benderslp> already initialized
[set.c:5214] ERROR: Error <-8> in function call
[scip_solve.c:2396] ERROR: Error <-8> in function call
[scip_solve.c:2745] ERROR: Error <-8> in function call
Interface - norm hyperbox: Error During Test at /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/test/interface_test.jl:15
  Got exception outside of a @test
  SCIPsolve(o) yielded SCIP code SCIP_INVALIDCALL
  Stacktrace:
    [1] error(s::String)
      @ Base ./error.jl:33
    [2] macro expansion
      @ /scratch/opt/dhendryc/.julia/packages/SCIP/3SJle/src/wrapper.jl:14 [inlined]
    [3] optimize!(o::SCIP.Optimizer)
      @ SCIP /scratch/opt/dhendryc/.julia/packages/SCIP/3SJle/src/MOI_wrapper.jl:263
    [4] optimize!
      @ /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/src/time_tracking_lmo.jl:44 [inlined]
    [5] check_feasibility
      @ /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/src/utilities.jl:25 [inlined]
    [6] evaluate_node!(tree::Bonobo.BnBTree{Boscia.FrankWolfeNode{FrankWolfe.ActiveSet{Vector{Float64}, Float64, Vector{Float64}}, FrankWolfe.DeletedVertexStorage{Vector{Float64}}, Boscia.IntegerBounds}, NamedTuple{(:problem, :current_node_id, :updated_incumbent, :options), Tuple{Boscia.SimpleOptimizationProblem{var"#f#1", var"#grad!#2", Boscia.TimeTrackingLMO{FrankWolfe.MathOptLMO{SCIP.Optimizer}}, Boscia.IntegerBounds}, Base.RefValue{Int64}, Base.RefValue{Bool}, Dict{Symbol, Any}}}, Vector{Float64}, Boscia.FrankWolfeSolution{Boscia.FrankWolfeNode{FrankWolfe.ActiveSet{Vector{Float64}, Float64, Vector{Float64}}, FrankWolfe.DeletedVertexStorage{Vector{Float64}}, Boscia.IntegerBounds}, Vector{Float64}}}, node::Boscia.FrankWolfeNode{FrankWolfe.ActiveSet{Vector{Float64}, Float64, Vector{Float64}}, FrankWolfe.DeletedVertexStorage{Vector{Float64}}, Boscia.IntegerBounds})
      @ Boscia /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/src/node.jl:119
    [7] optimize!(tree::Bonobo.BnBTree{Boscia.FrankWolfeNode{FrankWolfe.ActiveSet{Vector{Float64}, Float64, Vector{Float64}}, FrankWolfe.DeletedVertexStorage{Vector{Float64}}, Boscia.IntegerBounds}, NamedTuple{(:problem, :current_node_id, :updated_incumbent, :options), Tuple{Boscia.SimpleOptimizationProblem{var"#f#1", var"#grad!#2", Boscia.TimeTrackingLMO{FrankWolfe.MathOptLMO{SCIP.Optimizer}}, Boscia.IntegerBounds}, Base.RefValue{Int64}, Base.RefValue{Bool}, Dict{Symbol, Any}}}, Vector{Float64}, Boscia.FrankWolfeSolution{Boscia.FrankWolfeNode{FrankWolfe.ActiveSet{Vector{Float64}, Float64, Vector{Float64}}, FrankWolfe.DeletedVertexStorage{Vector{Float64}}, Boscia.IntegerBounds}, Vector{Float64}}}; callback::Boscia.var"#callback#49"{Boscia.var"#callback#46#50"{DateTime, Vector{Float64}, Vector{Float64}, Vector{Float64}, Vector{Int64}, Vector{Int64}, Bool, Vector{Int64}, Vector{Int64}, Vector{Int64}, Dict{Symbol, Any}, Vector{Vector{Int64}}, Vector{Vector{Int64}}, Vector{Vector{Int64}}, Vector{Int64}, Int64}})
      @ Boscia /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/src/custom_bonobo.jl:36
    [8] solve(f::var"#f#1", grad!::var"#grad!#2", lmo::FrankWolfe.MathOptLMO{SCIP.Optimizer}; traverse_strategy::Bonobo.BFS, branching_strategy::Bonobo.MOST_INFEASIBLE, fw_epsilon::Float64, verbose::Bool, dual_gap::Float64, rel_dual_gap::Float64, time_limit::Float64, print_iter::Int64, dual_gap_decay_factor::Float64, max_fw_iter::Int64, min_number_lower::Float64, min_node_fw_epsilon::Float64, kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
      @ Boscia /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/src/interface.jl:178
    [9] macro expansion
      @ /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/test/interface_test.jl:35 [inlined]
   [10] macro expansion
      @ /scratch/opt/dhendryc/julia-1.7.3/share/julia/stdlib/v1.7/Test/src/Test.jl:1283 [inlined]
   [11] top-level scope
      @ /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/test/interface_test.jl:16
   [12] include(fname::String)
      @ Base.MainInclude ./client.jl:451
   [13] top-level scope
      @ /scratch/opt/dhendryc/research_projects/BranchWolfe.jl/test/runtests.jl:18
   [14] include(fname::String)
      @ Base.MainInclude ./client.jl:451
   [15] top-level scope
      @ none:6
   [16] eval
      @ ./boot.jl:373 [inlined]
   [17] exec_options(opts::Base.JLOptions)
      @ Base ./client.jl:268
   [18] _start()
      @ Base ./client.jl:495