MathOpt CMake MathOpt tests

[sgatto]

Hi,
At RTE we're just starting to work on an Xpress interface for MathOpt. We were wondering if it was possible to build and test using cmake. At the moment I'm struggling to even compile and link the unit tests gscip_solver_test.ccusing CMake.

[Mizux]

on my way to do it, will be tracked in:

• MathOpt: Exposes tests in CMake based build #4402