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DISTRIB="conda" PYTHON_VERSION="2.7" INSTALL_ATLAS="true" NUMPY_VERSION="1.13" SCIPY_VERSION="0.19" COVERAGE="true" DEPLOY_PYPI="false"

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SteveDiamond 
Add support for CPLEX (#506)

* Add support for CPLEX

With this commit a new legacy CPLEX solver has been added that
supports LP, QP, SOCP, and MIP. This is exposed via a new 1.0 style
solver under cvxpy/reductions/solvers/conic_solvers. Minor changes
have been made to the existing CPLEX solver under
cvxpy/reductions/solvers/qp_solvers for consistency. As expected, the
solver output will be hidden by default, but can be shown by setting
the verbose keyword argument to True. The warm_start solver option is
supported for linear constraints. There are two CPLEX-specific solver
options which are supported: 1) cplex_params is a keyword argument
that accepts a dictionary of parameter names (as used in the CPLEX
Python API) and parameter values; 2) cplex_filename takes a file path
which will be used to export the model to a given file format (e.g.,
SAV, LP, MPS) before solving.

For example, the following snippet will set the solver to CPLEX,
display the engine log, set a CPLEX parameter, and export the model to
LP format:

>>> # Set CPXPARAM_Benders_Strategy (1501) to FULL (3)
... cpx_params = {"benders.strategy": 3}
>>> prob.solve(solver=cvx.CPLEX, verbose=True,
               cplex_params=cpx_params,
               cplex_filename="example.lp")

* Fix CPLEX tests for the case when it is not installed.

I forgot to qualify CPLEX as cvx.CPLEX in a few places.

* Appease flake8

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Source Files on job 1869.4 (DISTRIB="conda" PYTHON_VERSION="2.7" INSTALL_ATLAS="true" NUMPY_VERSION="1.13" SCIPY_VERSION="0.19" COVERAGE="true" DEPLOY_PYPI="false")