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WIP: CMake FindGUROBI overhaul

Martin Heistermann requested to merge cmake-gurobi into master
  • find any version of GUROBI based on the GUROBI_HOME env var (suggested by Gurobi docs).
  • compile C++ library ourselves to avoid toolchain/ABI mismatches

CI does not compile with GUROBI, so we need to test manually.

  • Test on Linux (with $GUROBI_HOME set)
  • Test on MacOS
  • Test on Windows

The MR contains the cgg branch which is in MR !42 (closed) .

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