Add option to use starting value as local solution for presolve

[blegat]

For some problems, we have good feasible solution to use as locally optimal solution and we want to skip the local optimization step of the presolve.

cc @Shuvomoy

[harshangrjn]

Thanks @blegat ! Had this in mind for some time. Within the lower bounding iterations, the local_solve function is invoked after every iteration. Do we need to deactivate the local_solve calls in the entire algorithm, or just at the presolve step?

[codecov[bot]]

Codecov Report

Merging #218 (ff9e84a) into master (de2b6ca) will decrease coverage by 0.11%. The diff coverage is 73.68%.

@@            Coverage Diff             @@
##           master     #218      +/-   ##
==========================================
- Coverage   87.26%   87.15%   -0.12%     
==========================================
  Files          16       16              
  Lines        2977     2982       +5     
==========================================
+ Hits         2598     2599       +1     
- Misses        379      383       +4     

Impacted Files	Coverage Δ
src/nlexpr.jl	91.44% <ø> (-0.03%)	:arrow_down:
src/main_algorithm.jl	84.17% <50.00%> (-1.18%)	:arrow_down:
src/log.jl	90.16% <75.00%> (ø)
src/MOI_wrapper/MOI_wrapper.jl	84.18% <100.00%> (ø)
src/heuristics.jl	73.07% <100.00%> (ø)
src/solver_options.jl	100.00% <100.00%> (ø)
src/utility.jl	87.79% <100.00%> (ø)

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[Shuvomoy]

Hi @harshangrjn , for the application we have in mind, deactivating the local_solve calls just at the presolve step is the right thing to do. @blegat let me know your thoughts.

[blegat]

Yes, we just want to disable it at the presolve step and this is what this PR is doing.