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Setting starting values for vector variable bridges #2117

Description

@blegat

This is working for FlipSignBridge since it just multiply by -1 but for a linear map that is not diagonal, we cannot set the starting values variable by variable.

function MOI.set(
model::MOI.ModelLike,
attr::MOI.VariablePrimalStart,
bridge::SetMapBridge,
value,
i::MOI.Bridges.IndexInVector,
)
bridged_value = MOI.Bridges.inverse_map_function(typeof(bridge), value)
MOI.set(model, attr, bridge.variables[i.value], bridged_value)
return
end

We would need to cache the vector of starting values in the bridge and then do the linear map in final_touch.

Alternatively, this caching could be done by BridgeOptimizer to simplify the job of each bridge but that caching isn't needed for FlipSignBridge so it could be a waste.

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