Add MATLAB Tests CI and fix double free problem in update #6
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Adding a CI now that MATLAB is available on GitHub Actions to avoid problems such as #5 in the future.
Just adding the tests reproduced the problem experienced by @HosameldinMohamed in #5 (see tests failing in https://github.com/ami-iit/osqp-matlab-cmake-buildsystem/actions/runs/1915933780 with "double free" error), so the used osqp commit has been updated to point to the newest commit from osqp/osqp-matlab#34 .
We also bumped the version to 0.6.2.2 to be ready to do a release once this is merged.