-1. Add unit testing for crazier things like random invertible matrices.
+1. Make it work on a cartesian product of cones in the correct order.
-2. Add real docstrings everywhere.
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-3. Try to eliminate the code in matrices.py.
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-4. Make it work on a cartesian product of cones in the correct order.
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-5. Make it work on a cartesian product of cones in the wrong order
+2. Make it work on a cartesian product of cones in the wrong order
(apply a perm utation before/after).
-6. 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.
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-7. Make sure we have the dimensions of the PSD cone correct.
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-8. Use a positive tolerance when comparing floating point numbers.
+3. Make sure we have the dimensions of the PSD cone correct.
-9. Come up with a fast heuristic (like making nu huge and taking e1 as
+4. Come up with a fast heuristic (like making nu huge and taking e1 as
our point) that finds a primal feasible point.