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FIX: Ensure cvxopt skipped if not installed #2492

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Run time

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Job	Run time
macos-3.10	4m 32s
ubuntu-3.10	6m 18s
windows-3.10	11m 38s
macos-3.11	6m 38s
ubuntu-3.11	5m 41s
windows-3.11	11m 37s
macos-3.12	5m 38s
ubuntu-3.12	5m 35s
windows-3.12	9m 29s
	1h 7m 6s