TODO: guide on getting osqp-r to work with MKL on both Windows and Linux

[travis-leith]

I'd like to write a guide on how to get osqp to work with MKL. If I am successful I would be happy to submit a PR with this guide as part of the readme. Right now I want this for WIndows but I can also document the steps for Debian/Ubuntu.
Not sure where to start on this though. Any advice?

[travis-leith]

Would also be good to publish a docker image (or DOCKERFILE which defines such an image) with MKL, R, and osqp-r ready to go.