Split out from #20323.

This patch adds new _test methods for add_col, solve, and for #18572 (but disabled for CVXOPT, where it fails).
To make the new test methods happy,

• implement add_col for Gurobi;
• fix the implementation of add_col for COIN;
• fix Gurobi's treatment of unbounded variables;
• fix CPLEX unboundedness detection.

If anyone at all cares about the CVXOPT backend, perhaps they could fix it?

From dimpase:
I recall asking how one deals with different backends producing different, albeit equivalent, outputs. E.g. some of them would even introduce extra variables for some constraints (see e.g. ​ #13148 comment:2). Some backends assign names to constraints automatically.

Depends on #20323
Depends on #20600
Depends on #20325

CC: @dimpase @videlec @jdemeyer @fchapoton @nbruin

Component: numerical

Author: Matthias Koeppe

Branch: 97c4542

Reviewer: Dima Pasechnik

Issue created by migration from https://trac.sagemath.org/ticket/20424