Test failures from Convex.jl tests

[ericphanson]

See here: https://ericphanson.github.io/ConvexTests.jl/dev/CSDP.html (and see here for a discourse post introducing that repo, ConvexTests.jl). Some of the failures might just be settings and things like that; e.g., with COSMO most of the failures were max-iteration related, but it would be great to figure out what settings can solve a variety of problems to 1e-3, and it's possible the tests are surfacing bugs as well.

With the dualization tests it's possible that there are problems coming from Dualization.jl instead of CSDP.jl; I'm not really sure.

[odow]

Closing in favor of #74. There are a lot of failing tests in MOI too, and they cover much of the same ground:

CSDP.jl/test/MOI_wrapper.jl

Lines 84 to 107 in 64266b6

	# TODO(odow): unknown test failures.
	"test_conic_RotatedSecondOrderCone_VectorOfVariables",
	"test_conic_SecondOrderCone_negative_initial_bound",
	"test_conic_SecondOrderCone_negative_post_bound",
	"test_conic_SecondOrderCone_negative_post_bound_2",
	"test_conic_SecondOrderCone_negative_post_bound_3",
	"test_conic_SecondOrderCone_nonnegative_initial_bound",
	"test_conic_SecondOrderCone_no_initial_bound",
	"test_modification_coef_scalar_objective",
	"test_modification_const_scalar_objective",
	"test_modification_delete_variables_in_a_batch",
	"test_modification_delete_variable_with_single_variable_obj",
	"test_modification_set_singlevariable_lessthan",
	"test_modification_transform_singlevariable_lessthan",
	"test_objective_FEASIBILITY_SENSE_clears_objective",
	"test_objective_ObjectiveFunction_blank",
	"test_objective_ObjectiveFunction_constant",
	"test_objective_ObjectiveFunction_duplicate_terms",
	"test_objective_ObjectiveFunction_VariableIndex",
	"test_quadratic_constraint_basic",
	"test_quadratic_constraint_minimize",
	"test_solve_result_index",
	"test_solve_TerminationStatus_DUAL_INFEASIBLE",
	"test_variable_solve_with_lowerbound",