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This is a follow up MR to #178 to add GP support. After adding GP support, functions had gotten quite long, so I created a bunch of helper functions to organize the code.
I found an odd quirk where CVXPY requires initial values for parameters to get the DPP mapping for DGP problems. I was able to remove this limitation with hacky subclassing of CVXPY, but it would be better to fix the issue on the CVXPY side.