add test for call_before_subproblem_solve #456

Job	Run time
linux/3.8/bare-env	12s
lint/style-and-typos	47s
linux/3.12	17m 26s
osx/3.10	13m 16s
win/3.9	43m 27s
linux/3.11/conda	20m 43s
linux/3.10/mpi	8m 39s
linux/3.10/cython	15m 21s
win/3.8/pip	18m 59s
process-coverage-${{ matrix.TARGET }}	0s
	2h 18m 50s

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