Lib proposition: cvxpy

[pepie34]

%pip install cvxpy[CVXOPT]
is failing of course on scs

It will be great to have cvxopt / cvxpy available even with a non-optimized solver.

[holzschu]

Thanks for the suggestion. cvxopt is already available, as you know. Adding cvxpy would require adding scs, which in turn requires scipy. It's also been requested in Carnets (holzschu/Carnets#169). I've tried it already, but it requires several extra libraries (ECOS, OSQP, and SCS), which meants it is more difficult.