`cuPDLPx` fails on Windows because `PSLP` is POSIX-only

[LucasBoTang]

On Windows, CMake is highly likely to select MSVC as the default toolchain. However, PSLP does not compile with MSVC, which causes cuPDLPx to fail to build on Windows.

[LucasBoTang]

I tried building cuPDLPx on Windows using clang with the MSVC toolchain and confirmed that the build failure is due to PSLP not being MSVC/Windows compatible. Specifically, PSLP depends on POSIX-only headers such as <pthread.h> and <getopt.h>, which are not available on Windows.

[LucasBoTang]

The old PyPI release 0.1.2 does work on Windows. The current failures show up only after PSLP was added as a dependency. If Windows support is still something we want for newer versions, one option could be to provide a build without PSLP.