Update scipy_wrapper (cvxpy#2159)

* update spwrapper

* Update cvxpy/interface/scipy_wrapper.py

Co-authored-by: Isaac Virshup <ivirshup@gmail.com>

---------

Co-authored-by: Philipp Schiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Isaac Virshup <ivirshup@gmail.com>

cvxpy/interface/scipy_wrapper.py

@@ -14,10 +14,19 @@
 limitations under the License.
 """
 
-from scipy.sparse.base import spmatrix
+from scipy import sparse
 
 from cvxpy.expressions import expression as exp
 
+SPARSE_MATRIX_CLASSES = [
+    sparse.csc_matrix,
+    sparse.csr_matrix,
+    sparse.coo_matrix,
+    sparse.bsr_matrix,
+    sparse.lil_matrix,
+    sparse.dia_matrix,
+    sparse.dok_matrix,
+]
 BIN_OPS = ["__div__", "__mul__", "__add__", "__sub__",
            "__le__", "__eq__", "__lt__", "__gt__"]
 
@@ -32,8 +41,8 @@ def new_method(self, other):
             return method(self, other)
     return new_method
 
-
-for method_name in BIN_OPS:
-    method = getattr(spmatrix, method_name)
-    new_method = wrap_bin_op(method)
-    setattr(spmatrix, method_name, new_method)
+for cls in SPARSE_MATRIX_CLASSES:
+    for method_name in BIN_OPS:
+        method = getattr(cls, method_name)
+        new_method = wrap_bin_op(method)
+        setattr(cls, method_name, new_method)