TODO

   1 1. Implement the SPD cone.
   2
   3 2. Make it work on a cartesian product of cones in the correct order.
   4
   5 3. Make it work on a cartesian product of cones in the wrong order
   6    (apply a permutation before/after).
   7
   8 4. Add random_game() and use it to replace all of the tests where
   9    the cone is irrelevant. This should be done only after we are
  10    feature complete and sure that everything works.