Add option to disable dual reductions for Clp

[patrickvossler18]

This pull request allows users of the C interface to prevent Clp from using dual reductions during the presolving stage by specifying a reduction type when calling Cbc_solve. While it should be possible for users to disable presolving completely using Cbc_setParameter, it appears there is an issue with such settings being passed to Clp from Cbc.

Furthermore, this option is critical for users solving MIPs using lazy constraints. If one cannot disable dual reductions or disable presolving altogether then the presolving stage will delete variables such that the constraints that are inserted by the constraint handler lead to infeasibility.

Finally, to preserve backward compatibility, the reduction type is set to a default value that does not change the Clp options by default. If the maintainers have a preferred way for ensuring that the default behavior is the same, please let me know and I can modify my PR.

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[patrickvossler18]

Looks like the checks are failing for Windows i686 because of an issue in the setup of the github action. This seems to be happening in other COIN-OR repos too coin-or/Clp#284

[jhmgoossens]

Thanks for this PR!

Yes, the failed Windows i686 check has nothing to do with your PR (See Issue 25 on OptimizationSuite).

Looking at name of the added method "Cbc_disableDualReds" and the default option to "LPR_Default = 0, /*! Solver will use default presolve transformations */", would a more descriptive name for the method not be "Cbc_setDualReductionsType", or similar?
Also, an added test in test/CInterfaceTest.c would be nice.

I don't use the C Interface myself. Other than the name of the added method and a test, I don't have comments.
This PR offers a workaround to an existing issue. Looking at recent commits, could maybe @jjhforrest, @samuelsbrito or @tkralphs look at this PR?

[patrickvossler18]

Thanks for looking through my PR. I like your suggestion for changing the function name so I've made that change, added a function to get the dual reduction value, and added a simple test to confirm that we are successfully setting reduction value.