Support additional solvers (Mosek, ?)

[staadecker]

Update, we now support COPT! (see #181)

Currently, Pyoframe supports Gurobi, HiGHS, and Ipopt.

I will happily consider adding support for the following solvers if there is interest. React to this message to show interest.

• 🎉 Mosek solver
• 🚀 COPT solver

If you'd like Pyoframe to support a solver not on the above list, leave a comment below.

Steps for adding a new solver:

• Add a _Solver object in the _constants.py file and make other changes to the source code as needed.
• Update the installation documentation page. (Run mkdocs serve to preview the documentation)
• Ensure the solver is properly installed in our CI pipeline.

[eduardosalaz]

Martin, quick question, COPT support hasn't been added yet right?

I'll work with the COPT developers from now on so I think I can find time to integrate the solver into Pyoframe, if it hasn't been integrated yet.

[staadecker]

Hi Eduardo! That's correct. COPT support hasn't been added so far and your help would be awesome! If you get started on the implementation I can look into getting a COPT academic license for the GitHub Actions CI tests.

[eduardosalaz]

Will start work in the coming days on COPT then, will let them know about the license for CI tests.

[eduardosalaz]

#181 pr in progress