Improve performance of the CVXpy MIP backend

[mkoeppe]

The current CVXpy backend added in #35120 is very basic.

There are some performance bottlenecks, as pointed out in #34251 (comment)

[crsdvaibhav]

@mkoeppe Thanks for pointing out the issue. Could you please assign this to me? I have a question too, I installed the source code of Sage(for development) and build it earlier. I have been using it for some time now. My question is when I fork and clone the repo do I have to again go through the entire process? Thanks!

[mkoeppe]

I installed the source code of Sage(for development) and build it earlier. I have been using it for some time now. My question is when I fork and clone the repo do I have to again go through the entire process?

If you previously got the source code from git, you can just update the remotes to point to the new repositories.
See https://github.com/sagemath/trac-to-github/blob/master/docs/Migration-Trac-to-Github.md