Fix SCIP warnings caused by parallel test execution

[adamj34]

Summary

Fixes SCIP warnings that appear when running the test suite with parallel execution (pytest -nauto).
Updates CHANGELOG.md.

Before:

When using pytest -nauto:

It can be seen on the screenshot above that warnings originate from flp-subprob, which is defined inside testBenders in tests/test_customizedbenders.py. testBenders is later used by two tests.

However, the same warnings are not present when just using pytest:

Fix

Manually free the subproblem instance of testBenders.

After:

After the fix, pytest -nauto no longer produces any warnings:

[Joao-Dionisio]

Hey @adamj34 , thank you! The end result is pretty useful, but it feels strange to ask a Python user to free a problem. This might be an issue on the SCIP side, I'll take a look later.

[adamj34]

Sure @Joao-Dionisio, take your time, I don't think it's very urgent.

It's pretty weird that these warnings only appear when the tests are executed in parallel but they are absent when the tests are executed sequentially, so I guess that the real issue lies somewhere else than the tests themselves.