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Fix examples and CI integration #193

@vissarion

Description

@vissarion

Is your feature request related to a problem? Please describe.
Even after the useful PR #190 some examples are still failing to compile.

Describe the solution you'd like
Some have an easy fix e.g. vpolytope-volume while some other e.g. EnvelopeProblemSOS need some work to fix the cmake (at least in my Ubuntu 20.04 with gcc version 9.3.0 I am getting an error Target "EnvelopeProblem" links to target "Python2::Python" but the target was not found after running cmake .).

Additional context
The ultimate solution would integrate all examples to be build in our CI (i.e. github actions) then we will be sure that future changes will not break them.

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