1. Implement the SPD cone.

2. Make it work on a cartesian product of cones in the correct order.

3. Make it work on a cartesian product of cones in the wrong order
   (apply a permutation before/after).

4. Add random_game() and use it to replace all of the tests where
   the cone is irrelevant. This should be done only after we are
   feature complete and sure that everything works.