linprog: interior-point: Cholmod reordering can be reused

[hakeemo]

In the MOSEK paper, it states that the matrix M has a fixed nonzero pattern throughout the solution.
Scikit-sparse's interface to Cholmod can create a Factor object which stores the reordering information. . From my tests on some large problems (> 1e6 variables), I am getting a 2-3X speedup by storing this reordering. I would be willing to implement this.

A similar strategy can be used for the scikit-umfpack solver through the low-level interface.

[mdhaber]

This sounds great! I'd be happy to review the PR.