The add_variables method had defects for the CVXOPT, PPL, GLPK.
Also, add_linear_constraints had a defect for CVXOPT.
See new tests added in this ticket.

I first noticed it with the CVXOPT backend. Then, by copying the same doctests to the other backends, I found more errors in the PPL, GLPK backends.
(See #20302 for a discussion regarding doctests for the backends -- there should be a better way than relying on copy-paste discipline.)

Note, I have copied the doctests to the CPLEX and Gurobi backends but am currently not able to run them.

CC: @dimpase @nathanncohen @ingolfured @videlec @jdemeyer

Component: numerical

Keywords: CVXOPT, PPL, GLPK

Author: Matthias Koeppe

Branch/Commit: e47b608

Reviewer: Vincent Delecroix, Dima Pasechnik

Issue created by migration from https://trac.sagemath.org/ticket/20303