Is your feature request related to a problem? Please describe.
The native dependency on umfpack via kvxopt can introduce license issue. The involved implementation in ANDES is in:

Further, it can be traced back to SuiteSparse via kvxopt:
https://github.com/sanurielf/kvxopt/blob/cc4cd9a4f2f27c2f5cac1363ba0f36574b16b0bd/setup.py#L76-L93

Describe the solution you'd like

For reference, package SciPy provides wrappers of umfpack (via a BSD licensed packagescikit-umfpack), but doesn't include it as a dependency.

Code:
https://github.com/scipy/scipy/blob/9e9d534b7afac90e8d2fa23be1d0ab1201c1bde1/scipy/sparse/linalg/_dsolve/linsolve.py#L13-L19

Documentation:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.use_solver.html

Dependency:
In the dependency, the package scikit-umfpack is included in [test] rather than in [build-system].
https://github.com/scipy/scipy/blob/9e9d534b7afac90e8d2fa23be1d0ab1201c1bde1/pyproject.toml#L18-L32

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

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