Upgrade requirements
Some packages in our requirements are quite outdated. E.g., scipy=1.5.2, but the newest version is 1.8.0. At some point it would be nice to revise the requirements and update some of them.
Note: there is a known issue with CVXPY 1.2.0 and SCS 3.2.0 that is compromising speed significantly. Potentially linked to this issue within SCS.