SOLVER - Add APPROX solver

[Badr-MOUFAD]

This adds APPROX solver (see ref below)

@article{fercoq2015accelerated,
  title={Accelerated, parallel, and proximal coordinate descent},
  author={Fercoq, Olivier and Richt{\'a}rik, Peter},
  journal={SIAM Journal on Optimization},
  volume={25},
  number={4},
  pages={1997--2023},
  year={2015},
  publisher={SIAM}
}

---

Revival of #63

[Badr-MOUFAD]

It is weird that the tests pass for the dev version of benchopt yet fail for the released version (1.3.1).
Besides, I'm unable to reproduce this failure.

@mathurinm any thoughts?

[mathurinm]

No obvious culprit as far as I'm concerned, maybe @tomMoral knows?