Is your feature request related to a problem? Please describe.
Revisiting #233, Julia's MathOptInterface provides an interesting route to interfacing some new solvers. This includes solvers written in Julia, and solvers for which well-maintained Julia interfaces exist, for example Cbc.jl.

Describe the solution you'd like
Ignore all packaging questions and assume a Python library/application that uses CVXPY is already running in Julia via PyCall. Add a new CVXPY solver that delegates to MathOptInterface via PyCall's facilities.

Describe alternatives you've considered

• For non-Julia solvers, alternatively implement/improve direct interfaces to the solver.
• For non-Julia solvers, go through ortools.linear_solver (generalizing cvxpy.reductions.solvers.conic_solvers.glop_conif, Interface to OR-Tools/PDLP #1649 (comment)).

Additional context
https://trac.sagemath.org/ticket/26511