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This only affects -DCUPDLP_FIND_CUDA=ON.
For all of our test setups CUPDLP_FIND_CUDA was not required at all on Windows.
I modified it anyway, just in case there are problems with the default CMake find CUDA on Windows, possibly Windows server since CUPDLP_FIND_CUDA was required for linux servers.
Users should set -DCMAKE_CUDA_PATH="..." when configuring CMake if they use -DCUPDLP_FIND_CUDA=ON