[Feature Request] Add support for disabling the GIL

[jberg7]

Hi folks! I've noticed that quadprog and osqp both support turning off the global interpreter lock, which gives a huge performance boost when running a bunch of solves in parallel with python. Would it be possible to add the same behavior to proxsuite?

GIL disabling in:
quadprog: https://github.com/quadprog/quadprog/blob/b1391f07c9ba7a2836a3658aed09e6e908ae3e56/quadprog/quadprog.pyx#L95
osqp: https://github.com/osqp/osqp-python/blob/b665812256fa9ec1afb13a5fc01b9a4d70181840/src/bindings.cpp.in#L195

[jcarpent]

Solved via #359.