Update SCS to use LBT

[odow]

Closes #296

@kalmarek I guess we need to decide what to do for SCS_MKL_jll? It it now just equivalent to using MKL, SCS or is it doing something differently within SCS?

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.01%. Comparing base (e26dc34) to head (3a95303).
⚠️ Report is 1 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #325      +/-   ##
==========================================
+ Coverage   90.92%   91.01%   +0.09%     
==========================================
  Files          10       10              
  Lines         595      601       +6     
==========================================
+ Hits          541      547       +6     
  Misses         54       54              

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[odow]

We can either leave this, or I can update it in Yggdrasil

[kalmarek]

@odow SCS_MKL is very different than just using MKL blas, it uses the bundled Pardiso solver which occasionally is 2-4 times faster on every iteration and much faster and memory conservative at the presolve than the default AMD

[odow]

Cool cool