Pips interface

[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
 [4a2a533e]       [e856d4fe]
      1.11±0s          1.17±0s     1.05  finance.FactorCovarianceModel.time_compile_problem
      4.72±0s          4.93±0s     1.04  huber_regression.HuberRegression.time_compile_problem
      14.0±0s          14.6±0s     1.04  finance.CVaRBenchmark.time_compile_problem
      353±0ms          365±0ms     1.03  gini_portfolio.Yitzhaki.time_compile_problem
      866±0ms          895±0ms     1.03  simple_QP_benchmarks.LeastSquares.time_compile_problem
      1.88±0s          1.94±0s     1.03  simple_QP_benchmarks.UnconstrainedQP.time_compile_problem
      305±0ms          313±0ms     1.03  slow_pruning_1668_benchmark.SlowPruningBenchmark.time_compile_problem
      938±0ms          960±0ms     1.02  gini_portfolio.Cajas.time_compile_problem
      250±0ms          255±0ms     1.02  gini_portfolio.Murray.time_compile_problem
      966±0ms          986±0ms     1.02  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      23.0±0s          23.3±0s     1.01  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      11.7±0s          11.9±0s     1.01  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem
      290±0ms          292±0ms     1.01  matrix_stuffing.ParamSmallMatrixStuffing.time_compile_problem
      1.39±0s          1.40±0s     1.00  matrix_stuffing.ParamConeMatrixStuffing.time_compile_problem
      5.30±0s          5.31±0s     1.00  svm_l1_regularization.SVMWithL1Regularization.time_compile_problem
      558±0ms          560±0ms     1.00  semidefinite_programming.SemidefiniteProgramming.time_compile_problem
      744±0ms          744±0ms     1.00  matrix_stuffing.ConeMatrixStuffingBench.time_compile_problem
      5.11±0s          5.11±0s     1.00  optimal_advertising.OptimalAdvertising.time_compile_problem
      246±0ms          246±0ms     1.00  high_dim_convex_plasticity.ConvexPlasticity.time_compile_problem
      264±0ms          264±0ms     1.00  simple_QP_benchmarks.SimpleQPBenchmark.time_compile_problem
      2.36±0s          2.34±0s     0.99  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
     45.8±0ms         45.4±0ms     0.99  matrix_stuffing.SmallMatrixStuffing.time_compile_problem
      1.75±0s          1.71±0s     0.98  tv_inpainting.TvInpainting.time_compile_problem
      595±0ms          578±0ms     0.97  simple_QP_benchmarks.ParametrizedQPBenchmark.time_compile_problem
      3.56±0s          3.32±0s     0.93  quantum_hilbert_matrix.QuantumHilbertMatrix.time_compile_problem