1 1. Make it work on a cartesian product of cones in the correct order.
3 2. Make it work on a cartesian product of cones in the wrong order
4 (apply a perm utation before/after).
6 3. Make sure we have the dimensions of the PSD cone correct.
8 4. Come up with a fast heuristic (like making nu huge and taking e1 as
9 our point) that finds a primal feasible point.