Fixing issue with post solve

[dhendryc]

In some instances, the post solve produced a worse solution than the current incumbent.

This was due to nearly integer points (e.g. 1 + 2e-10) being evaluated by a strongly convex (or sharp) objective function.

[dhendryc]

• Wait for benchmarks to pass

[dhendryc]

I added a function that is basically like a mini-postsolve for each new solution. This is, however, rather costly and thus disabled by default. This only really makes sense if we use a MIP solver, I think. The combinatorial BLMOs usually return exact integer vertices anyway.

@matbesancon I am not sure if this is the cleanest way to do it though.

[matbesancon]

what's the reason a simplex descent step would use a non-vertex? It should be using the same vertices as other lazy steps

[dhendryc]

The function starting here https://github.com/ZIB-IOL/FrankWolfe.jl/blob/a53609b23768eae00b2c029c075acc01e8f5f6ee/src/blended_cg.jl#L896 does not necessarily return a vertex. From what I understand y is some point in the convex combination.

[dhendryc]

Round the solutions of the subproblems.