diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
index c8a3cf59..031e0838 100644
--- a/.github/workflows/main.yml
+++ b/.github/workflows/main.yml
@@ -10,6 +10,7 @@ jobs:
         runs-on: ubuntu-latest
         strategy:
             matrix:
+                os: [ubuntu-latest, windows-latest]
                 python-version: [3.6, 3.7, 3.8]
         steps:
             - uses: actions/checkout@v2
diff --git a/poetry.lock b/poetry.lock
index c265b365..078684ce 100644
--- a/poetry.lock
+++ b/poetry.lock
@@ -94,7 +94,7 @@ d = ["aiohttp (>=3.3.2)", "aiohttp-cors"]
 
 [[package]]
 name = "bleach"
-version = "3.2.3"
+version = "3.3.0"
 description = "An easy safelist-based HTML-sanitizing tool."
 category = "dev"
 optional = false
@@ -142,7 +142,7 @@ python-versions = "*"
 
 [[package]]
 name = "cvxpy"
-version = "1.1.7"
+version = "1.1.10"
 description = "A domain-specific language for modeling convex optimization problems in Python."
 category = "main"
 optional = false
@@ -333,7 +333,7 @@ testing = ["Django (<3.1)", "colorama", "docopt", "pytest (<6.0.0)"]
 
 [[package]]
 name = "jinja2"
-version = "2.11.2"
+version = "2.11.3"
 description = "A very fast and expressive template engine."
 category = "dev"
 optional = false
@@ -418,7 +418,7 @@ test = ["pexpect"]
 
 [[package]]
 name = "jupyter-core"
-version = "4.7.0"
+version = "4.7.1"
 description = "Jupyter core package. A base package on which Jupyter projects rely."
 category = "dev"
 optional = false
@@ -497,7 +497,7 @@ python-versions = "*"
 
 [[package]]
 name = "more-itertools"
-version = "8.6.0"
+version = "8.7.0"
 description = "More routines for operating on iterables, beyond itertools"
 category = "dev"
 optional = false
@@ -639,7 +639,7 @@ scipy = ">=0.13.2"
 
 [[package]]
 name = "packaging"
-version = "20.8"
+version = "20.9"
 description = "Core utilities for Python packages"
 category = "dev"
 optional = false
@@ -855,7 +855,7 @@ six = ">=1.5"
 
 [[package]]
 name = "pytz"
-version = "2020.5"
+version = "2021.1"
 description = "World timezone definitions, modern and historical"
 category = "main"
 optional = false
@@ -879,7 +879,7 @@ python-versions = "*"
 
 [[package]]
 name = "pyzmq"
-version = "21.0.2"
+version = "22.0.2"
 description = "Python bindings for 0MQ"
 category = "dev"
 optional = false
@@ -1106,7 +1106,7 @@ optionals = ["scikit-learn", "matplotlib"]
 [metadata]
 lock-version = "1.1"
 python-versions = "^3.6"
-content-hash = "551c33846a2137326698d4431a31ba9b2090b7923262b62f408a4b26a2a9bdc7"
+content-hash = "d4bc6a35597a6ea0b37f4f407eb655ffef9b3409d419cedb15229bc67f33a94f"
 
 [metadata.files]
 appdirs = [
@@ -1155,8 +1155,8 @@ black = [
     {file = "black-20.8b1.tar.gz", hash = "sha256:1c02557aa099101b9d21496f8a914e9ed2222ef70336404eeeac8edba836fbea"},
 ]
 bleach = [
-    {file = "bleach-3.2.3-py2.py3-none-any.whl", hash = "sha256:2d3b3f7e7d69148bb683b26a3f21eabcf62fa8fb7bc75d0e7a13bcecd9568d4d"},
-    {file = "bleach-3.2.3.tar.gz", hash = "sha256:c6ad42174219b64848e2e2cd434e44f56cd24a93a9b4f8bc52cfed55a1cd5aad"},
+    {file = "bleach-3.3.0-py2.py3-none-any.whl", hash = "sha256:6123ddc1052673e52bab52cdc955bcb57a015264a1c57d37bea2f6b817af0125"},
+    {file = "bleach-3.3.0.tar.gz", hash = "sha256:98b3170739e5e83dd9dc19633f074727ad848cbedb6026708c8ac2d3b697a433"},
 ]
 cffi = [
     {file = "cffi-1.14.4-cp27-cp27m-macosx_10_9_x86_64.whl", hash = "sha256:ebb253464a5d0482b191274f1c8bf00e33f7e0b9c66405fbffc61ed2c839c775"},
@@ -1226,22 +1226,18 @@ cvxopt = [
     {file = "cvxopt-1.2.5.tar.gz", hash = "sha256:94ec8c36bd6628a11de9014346692daeeef99b3b7bae28cef30c7490bbcb2d72"},
 ]
 cvxpy = [
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-    {file = "cvxpy-1.1.7-cp35-cp35m-win_amd64.whl", hash = "sha256:0a57b866d36783fb122c563453f36860b877fda2c45763e872ed4a007c289af6"},
-    {file = "cvxpy-1.1.7-cp36-cp36m-macosx_10_9_x86_64.whl", hash = "sha256:6718b6555f3719f6da9bd729fb810f860cf8dcd7b48212a223a41532c5cca6dd"},
-    {file = "cvxpy-1.1.7-cp36-cp36m-win_amd64.whl", hash = "sha256:e5512489a5ba83801579fb142e711fda8df72c055df5652ffae4e51a96d437d6"},
-    {file = "cvxpy-1.1.7-cp37-cp37m-macosx_10_9_x86_64.whl", hash = "sha256:40f8a446446070c7d336270ba69a553a9b139af264b09675e9c85d3751d3c840"},
-    {file = "cvxpy-1.1.7-cp37-cp37m-win_amd64.whl", hash = "sha256:46b29e622c7e9cb5463f514e7d9fc5f17129b89991a753c215f021f59442e386"},
-    {file = "cvxpy-1.1.7-cp38-cp38-macosx_10_9_x86_64.whl", hash = "sha256:51e6d0e6a6d85b885e99fa443d60f5a07d2a3153b033eae325290f9bfaa48939"},
-    {file = "cvxpy-1.1.7-cp38-cp38-win_amd64.whl", hash = "sha256:57cca8490a0d9ea0545ada8da61dfc6bcec91f9a213153224b8b360875d984c7"},
-    {file = "cvxpy-1.1.7-cp39-cp39-macosx_10_9_x86_64.whl", hash = "sha256:53dee27264455368db873854db4eca9adb57b6cd783ccf1d47741f147e9d1f64"},
-    {file = "cvxpy-1.1.7-cp39-cp39-win_amd64.whl", hash = "sha256:9d4cf4fbfb95bf4036553ac460a939e2b30c03c986bcbd69ceebb6ea61c12b86"},
-    {file = "cvxpy-1.1.7-py3.5-win-amd64.egg", hash = "sha256:2bbd7377aa56352923889a83feb1c4ec2f68c862c556b96e7f0471fa63123a86"},
-    {file = "cvxpy-1.1.7-py3.6-win-amd64.egg", hash = "sha256:4247938236794c3c5c34cf26b11869dc15404cfe951b1f4080e9d510fcf81182"},
-    {file = "cvxpy-1.1.7-py3.7-win-amd64.egg", hash = "sha256:ae67a06616bf19bf0ee02732b2d7a47fe4a265cbcd56fb500107eba712281440"},
-    {file = "cvxpy-1.1.7-py3.8-win-amd64.egg", hash = "sha256:6b2d01c12c9544d17439238ac51eb568e31bc99717f53429b7c4099cd5e46730"},
-    {file = "cvxpy-1.1.7-py3.9-win-amd64.egg", hash = "sha256:f1c839762efe3b2c4a1fb1030cc8addefd4154c1a83ccd29b4b81313714e0747"},
-    {file = "cvxpy-1.1.7.tar.gz", hash = "sha256:330eb76e8369c360b68d9231c6eb350848e373b5952134f9bfebaed1a4c4211f"},
+    {file = "cvxpy-1.1.10-cp36-cp36m-win_amd64.whl", hash = "sha256:a10cdb8e6fb7f8363ec3f648e5cacf5fd944f2a9b9e5ae1ef69217e929241d95"},
+    {file = "cvxpy-1.1.10-cp37-cp37m-macosx_10_9_x86_64.whl", hash = "sha256:8a8dc1976f0ec1eaddac3b3ae34baffee6964f8c48c76c28990eb51162987c98"},
+    {file = "cvxpy-1.1.10-cp37-cp37m-win_amd64.whl", hash = "sha256:416345ebab5cbcdd5dec4a8bd4c68d6a66acee95e1cc8c1c65a01d6a35cfd7a8"},
+    {file = "cvxpy-1.1.10-cp38-cp38-macosx_10_9_x86_64.whl", hash = "sha256:47ec0d48a6c0303c3e6ea5a4a540be5062bc08126897527f971f777a51394754"},
+    {file = "cvxpy-1.1.10-cp38-cp38-win_amd64.whl", hash = "sha256:4e2cc596b893c97eb0c510dae9467dffa24220859a844669e123adda4e0b585a"},
+    {file = "cvxpy-1.1.10-cp39-cp39-macosx_10_9_x86_64.whl", hash = "sha256:70cb3b24f1209e6490a091446fdf1939a1b02f5f49af35b69935babd53c4c1fb"},
+    {file = "cvxpy-1.1.10-cp39-cp39-win_amd64.whl", hash = "sha256:9caf7500f7ecf39b8c239b25ff0d53cc1327f080c97692547b6f5199bdfe9147"},
+    {file = "cvxpy-1.1.10-py3.6-win-amd64.egg", hash = "sha256:6d11bcf203c598a65504f3d65a4b0ad48c470c70875a589b7940e54ea0cfc017"},
+    {file = "cvxpy-1.1.10-py3.7-win-amd64.egg", hash = "sha256:0829a6c4940b79fe0e168b28495f4111b0322c1d72abe438144873bd20ec6ec3"},
+    {file = "cvxpy-1.1.10-py3.8-win-amd64.egg", hash = "sha256:af85475004d3635cc4a5b4afbe202dc8fb099ae214c4f49a113de8f620b607d3"},
+    {file = "cvxpy-1.1.10-py3.9-win-amd64.egg", hash = "sha256:176382537612d399b2e7f5f2125d0b657a14de70fb67abd33d52da9a8abfb92f"},
+    {file = "cvxpy-1.1.10.tar.gz", hash = "sha256:ecd0a8b89f799cea254928dea8792d9c69c37db0bd830b4cda629b2b2be52270"},
 ]
 cycler = [
     {file = "cycler-0.10.0-py2.py3-none-any.whl", hash = "sha256:1d8a5ae1ff6c5cf9b93e8811e581232ad8920aeec647c37316ceac982b08cb2d"},
@@ -1316,8 +1312,8 @@ jedi = [
     {file = "jedi-0.18.0.tar.gz", hash = "sha256:92550a404bad8afed881a137ec9a461fed49eca661414be45059329614ed0707"},
 ]
 jinja2 = [
-    {file = "Jinja2-2.11.2-py2.py3-none-any.whl", hash = "sha256:f0a4641d3cf955324a89c04f3d94663aa4d638abe8f733ecd3582848e1c37035"},
-    {file = "Jinja2-2.11.2.tar.gz", hash = "sha256:89aab215427ef59c34ad58735269eb58b1a5808103067f7bb9d5836c651b3bb0"},
+    {file = "Jinja2-2.11.3-py2.py3-none-any.whl", hash = "sha256:03e47ad063331dd6a3f04a43eddca8a966a26ba0c5b7207a9a9e4e08f1b29419"},
+    {file = "Jinja2-2.11.3.tar.gz", hash = "sha256:a6d58433de0ae800347cab1fa3043cebbabe8baa9d29e668f1c768cb87a333c6"},
 ]
 jsonschema = [
     {file = "jsonschema-3.2.0-py2.py3-none-any.whl", hash = "sha256:4e5b3cf8216f577bee9ce139cbe72eca3ea4f292ec60928ff24758ce626cd163"},
@@ -1337,8 +1333,8 @@ jupyter-console = [
     {file = "jupyter_console-6.2.0.tar.gz", hash = "sha256:7f6194f4f4692d292da3f501c7f343ccd5e36c6a1becf7b7515e23e66d6bf1e9"},
 ]
 jupyter-core = [
-    {file = "jupyter_core-4.7.0-py3-none-any.whl", hash = "sha256:0a451c9b295e4db772bdd8d06f2f1eb31caeec0e81fbb77ba37d4a3024e3b315"},
-    {file = "jupyter_core-4.7.0.tar.gz", hash = "sha256:aa1f9496ab3abe72da4efe0daab0cb2233997914581f9a071e07498c6add8ed3"},
+    {file = "jupyter_core-4.7.1-py3-none-any.whl", hash = "sha256:8c6c0cac5c1b563622ad49321d5ec47017bd18b94facb381c6973a0486395f8e"},
+    {file = "jupyter_core-4.7.1.tar.gz", hash = "sha256:79025cb3225efcd36847d0840f3fc672c0abd7afd0de83ba8a1d3837619122b4"},
 ]
 jupyterlab-pygments = [
     {file = "jupyterlab_pygments-0.1.2-py2.py3-none-any.whl", hash = "sha256:abfb880fd1561987efaefcb2d2ac75145d2a5d0139b1876d5be806e32f630008"},
@@ -1410,6 +1406,11 @@ markupsafe = [
     {file = "MarkupSafe-1.1.1-cp37-cp37m-manylinux1_x86_64.whl", hash = "sha256:ba59edeaa2fc6114428f1637ffff42da1e311e29382d81b339c1817d37ec93c6"},
     {file = "MarkupSafe-1.1.1-cp37-cp37m-win32.whl", hash = "sha256:b00c1de48212e4cc9603895652c5c410df699856a2853135b3967591e4beebc2"},
     {file = "MarkupSafe-1.1.1-cp37-cp37m-win_amd64.whl", hash = "sha256:9bf40443012702a1d2070043cb6291650a0841ece432556f784f004937f0f32c"},
+    {file = "MarkupSafe-1.1.1-cp38-cp38-macosx_10_9_x86_64.whl", hash = "sha256:6788b695d50a51edb699cb55e35487e430fa21f1ed838122d722e0ff0ac5ba15"},
+    {file = "MarkupSafe-1.1.1-cp38-cp38-manylinux1_i686.whl", hash = "sha256:cdb132fc825c38e1aeec2c8aa9338310d29d337bebbd7baa06889d09a60a1fa2"},
+    {file = "MarkupSafe-1.1.1-cp38-cp38-manylinux1_x86_64.whl", hash = "sha256:13d3144e1e340870b25e7b10b98d779608c02016d5184cfb9927a9f10c689f42"},
+    {file = "MarkupSafe-1.1.1-cp38-cp38-win32.whl", hash = "sha256:596510de112c685489095da617b5bcbbac7dd6384aeebeda4df6025d0256a81b"},
+    {file = "MarkupSafe-1.1.1-cp38-cp38-win_amd64.whl", hash = "sha256:e8313f01ba26fbbe36c7be1966a7b7424942f670f38e666995b88d012765b9be"},
     {file = "MarkupSafe-1.1.1.tar.gz", hash = "sha256:29872e92839765e546828bb7754a68c418d927cd064fd4708fab9fe9c8bb116b"},
 ]
 matplotlib = [
@@ -1448,8 +1449,8 @@ mistune = [
     {file = "mistune-0.8.4.tar.gz", hash = "sha256:59a3429db53c50b5c6bcc8a07f8848cb00d7dc8bdb431a4ab41920d201d4756e"},
 ]
 more-itertools = [
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-    {file = "more_itertools-8.6.0-py3-none-any.whl", hash = "sha256:8e1a2a43b2f2727425f2b5839587ae37093f19153dc26c0927d1048ff6557330"},
+    {file = "more-itertools-8.7.0.tar.gz", hash = "sha256:c5d6da9ca3ff65220c3bfd2a8db06d698f05d4d2b9be57e1deb2be5a45019713"},
+    {file = "more_itertools-8.7.0-py3-none-any.whl", hash = "sha256:5652a9ac72209ed7df8d9c15daf4e1aa0e3d2ccd3c87f8265a0673cd9cbc9ced"},
 ]
 mypy-extensions = [
     {file = "mypy_extensions-0.4.3-py2.py3-none-any.whl", hash = "sha256:090fedd75945a69ae91ce1303b5824f428daf5a028d2f6ab8a299250a846f15d"},
@@ -1535,8 +1536,8 @@ osqp = [
     {file = "osqp-0.6.2.post0.tar.gz", hash = "sha256:5f0695f26a3bef0fae91254bc283fab790dcca0064bfe0f425167f9c9e8b4cbc"},
 ]
 packaging = [
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-    {file = "packaging-20.8.tar.gz", hash = "sha256:78598185a7008a470d64526a8059de9aaa449238f280fc9eb6b13ba6c4109093"},
+    {file = "packaging-20.9-py2.py3-none-any.whl", hash = "sha256:67714da7f7bc052e064859c05c595155bd1ee9f69f76557e21f051443c20947a"},
+    {file = "packaging-20.9.tar.gz", hash = "sha256:5b327ac1320dc863dca72f4514ecc086f31186744b84a230374cc1fd776feae5"},
 ]
 pandas = [
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@@ -1664,8 +1665,8 @@ python-dateutil = [
     {file = "python_dateutil-2.8.1-py2.py3-none-any.whl", hash = "sha256:75bb3f31ea686f1197762692a9ee6a7550b59fc6ca3a1f4b5d7e32fb98e2da2a"},
 ]
 pytz = [
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-    {file = "pytz-2020.5.tar.gz", hash = "sha256:180befebb1927b16f6b57101720075a984c019ac16b1b7575673bea42c6c3da5"},
+    {file = "pytz-2021.1-py2.py3-none-any.whl", hash = "sha256:eb10ce3e7736052ed3623d49975ce333bcd712c7bb19a58b9e2089d4057d0798"},
+    {file = "pytz-2021.1.tar.gz", hash = "sha256:83a4a90894bf38e243cf052c8b58f381bfe9a7a483f6a9cab140bc7f702ac4da"},
 ]
 pywin32 = [
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@@ -1692,34 +1693,38 @@ pywinpty = [
     {file = "pywinpty-0.5.7.tar.gz", hash = "sha256:2d7e9c881638a72ffdca3f5417dd1563b60f603e1b43e5895674c2a1b01f95a0"},
 ]
 pyzmq = [
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-    {file = "pyzmq-21.0.2-cp37-cp37m-win32.whl", hash = "sha256:a0d3aaff782ee1d423e90604c2abe4e573062e9a2008b27c01c86d94f94dbfa7"},
-    {file = "pyzmq-21.0.2-cp37-cp37m-win_amd64.whl", hash = "sha256:0a6890d626b4f95f276a2381aea8d3435bb25ef7a2735bbc74966b105b09e758"},
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diff --git a/pyproject.toml b/pyproject.toml
index a37a469d..1bdae68a 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -35,11 +35,10 @@ python = "^3.6"
 numpy = "^1.12"
 scipy = "^1.3"
 pandas = ">=0.19"
+cvxopt = "^1.2, !=1.2.5.post1"
+cvxpy = "^1.1.10"
 scikit-learn = {version="^0.19", optional= true }
 matplotlib = { version = "^3.2.0", optional = true }
-cvxopt = "^1.2, !=1.2.5.post1"
-cvxpy = "^1.0"
-
 
 [tool.poetry.dev-dependencies]
 pytest = "^4.6"