1 1. Add unit testing for crazier things like random invertible matrices.
3 2. Try to eliminate the code in matrices.py.
5 3. Make it work on a cartesian product of cones in the correct order.
7 4. Make it work on a cartesian product of cones in the wrong order
8 (apply a perm utation before/after).
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.
13 6. Make sure we have the dimensions of the PSD cone correct.
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.
18 8. Should our one exception also spit out the game parameters?