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Parallel functionality like proxsuite.proxqp.dense.solve_in_parallel missing from linux python proxsuite builds #356

@jberg7

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@jberg7

Hi all, I was hoping to use the python binding of your parallel solver implementation (e.g. proxsuite.proxqp.dense.solve_in_parallel), but it looks like it's missing from my linux proxsuite installation:

>>> import proxsuite
>>> help(proxsuite.proxqp.dense.solve_in_parallel)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
AttributeError: module 'proxsuite.proxsuite_pywrap_avx512.proxqp.dense' has no attribute 'solve_in_parallel'
> pip show proxsuite
Name: proxsuite
Version: 0.6.7

From clicking around, it seems as though DBUILD_WITH_OPENMP_SUPPORT:BOOL=ON controls whether parallel methods get built into the project, and if I understand correctly that flag is not enabled for linux builds currently.

Is there a reason for this? I got excited when I saw support for parallel solving in the readme, and it would be great if I could use it without having to try to build proxsuite from source.

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