TODO

   1 1. Add unit testing for crazier things like random invertible matrices.
   2
   3 2. Try to eliminate the code in matrices.py.
   4
   5 3. Make it work on a cartesian product of cones in the correct order.
   6
   7 4. Make it work on a cartesian product of cones in the wrong order
   8    (apply a perm utation before/after).
   9
  10 5. Rename all of my variables so that they don't conflict with CVXOPT.
  11    Maybe x -> xi and y -> gamma in my paper, if that works out.
  12
  13 6. Make sure we have the dimensions of the PSD cone correct.
  14
  15 7. Come up with a fast heuristic (like making nu huge and taking e1 as
  16    our point) that finds a primal feasible point.
  17
  18 8. Should our one exception also spit out the game parameters?