-5. 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.
-
-6. Make sure we have the dimensions of the PSD cone correct.
-
-7. Come up with a fast heuristic (like making nu huge and taking e1 as
- our point) that finds a primal feasible point.
-
-8. Should our one exception also spit out the game parameters?
+5. Remove the one use of numpy.matrix in a doctest, since that's
+ an annoying dependency to have just to run the test suite.