COSMO.jl
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Enable Pardiso tests in CI
Currently, the tests for the Pardiso Linear Solvers do not run in CI. In order to include them in CI, we need to install both the MKL and the commercial versions of Pardiso.
I think that in osqp
the MKL version of Pardiso is installed via Miniconda which, in turn, is installed here. Miniconda includes MKL, thus osqp has to simply point some environment variables to Miniconda, which is done here.
It's unclear to me if/how we could install the commercial version of Pardiso in CI.