[FEA] implement SLSQP linear programming solver from scipy.optimize

[cjnolet]

No description provided.

[github-actions]

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[beckernick]

Hi @joeymuchacho , could you share a bit about your use case and what you're using currently?

[github-actions]

This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.