9. Make it work on a cartesian product of cones in the wrong order
(apply a perm utation before/after).
+
+10. Add (strict) cone containment tests to sanity check e1,e2.
+
+11. Rename all of my variables so that they don't conflict with CVXOPT.
+ Maybe x -> xi and y -> gamma in my paper, if that works out.
+
+12. Make sure we have the dimensions of the PSD cone correct.
+
+13. Use a positive tolerance when comparing floating point numbers.