Adds COPT solver interface (original PR in #126)

[Transurgeon]

Description

Please include a short summary of the change.
Issue link (if applicable):

Type of change

• New feature (backwards compatible)
• New feature (breaking API changes)
• Bug fix
• Other (Documentation, CI, ...)

Contribution checklist

• Add our license to new files.
• Check that your code adheres to our coding style.
• Write unittests.
• Run the unittests and check that they’re passing.
• Run the benchmarks to make sure your change doesn’t introduce a regression.

[github-actions]

Benchmarks that have stayed the same:

   before           after         ratio
 [449b7c1e]       [7944ae30]
      23.0±0s          24.2±0s     1.06  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      244±0ms          254±0ms     1.04  gini_portfolio.Murray.time_compile_problem
      983±0ms          1.01±0s     1.03  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      11.7±0s          12.0±0s     1.02  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem
      1.90±0s          1.93±0s     1.02  simple_QP_benchmarks.UnconstrainedQP.time_compile_problem
      264±0ms          268±0ms     1.02  simple_QP_benchmarks.SimpleQPBenchmark.time_compile_problem
      285±0ms          289±0ms     1.01  matrix_stuffing.ParamSmallMatrixStuffing.time_compile_problem
      14.2±0s          14.3±0s     1.01  finance.CVaRBenchmark.time_compile_problem
      314±0ms          317±0ms     1.01  slow_pruning_1668_benchmark.SlowPruningBenchmark.time_compile_problem
     40.9±0ms         41.3±0ms     1.01  matrix_stuffing.SmallMatrixStuffing.time_compile_problem
      171±0ms          172±0ms     1.01  high_dim_convex_plasticity.ConvexPlasticity.time_compile_problem
      1.13±0s          1.14±0s     1.01  gini_portfolio.Cajas.time_compile_problem
     15.0±0ms         15.1±0ms     1.01  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
      5.09±0s          5.12±0s     1.01  optimal_advertising.OptimalAdvertising.time_compile_problem
      702±0ms          705±0ms     1.00  matrix_stuffing.ConeMatrixStuffingBench.time_compile_problem
      1.13±0s          1.13±0s     1.00  finance.FactorCovarianceModel.time_compile_problem
      5.33±0s          5.34±0s     1.00  svm_l1_regularization.SVMWithL1Regularization.time_compile_problem
      367±0ms          368±0ms     1.00  gini_portfolio.Yitzhaki.time_compile_problem
      554±0ms          555±0ms     1.00  semidefinite_programming.SemidefiniteProgramming.time_compile_problem
      870±0ms          870±0ms     1.00  simple_QP_benchmarks.LeastSquares.time_compile_problem
      1.40±0s          1.39±0s     0.99  matrix_stuffing.ParamConeMatrixStuffing.time_compile_problem
      4.87±0s          4.82±0s     0.99  huber_regression.HuberRegression.time_compile_problem
     14.9±0ms         14.7±0ms     0.99  simple_QP_benchmarks.ParametrizedQPBenchmark.time_compile_problem
      1.76±0s          1.73±0s     0.98  tv_inpainting.TvInpainting.time_compile_problem
      3.43±0s          3.35±0s     0.98  quantum_hilbert_matrix.QuantumHilbertMatrix.time_compile_problem