-1. Make it work on a cartesian product of cones in the correct order.
+1. Implement the SPD cone.
-2. Make it work on a cartesian product of cones in the wrong order
- (apply a perm utation before/after).
+2. Make it work on a cartesian product of cones in the correct order.
-3. Make sure we have the dimensions of the PSD cone correct.
-
-4. Come up with a fast heuristic (like making nu huge and taking e1 as
- our point) that finds a primal feasible point.
+3. Make it work on a cartesian product of cones in the wrong order
+ (apply a permutation before/after).