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Constraint.RSOCtoPSDBridge fails for dimension 2 #1761

@blegat

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@blegat

The bridge transforms (t, u, x) from 2tu >= ||x||_2, t, u >= 0 to

t   x'
x   2uI

is PSD.
However, when the dimension is 2, i.e., the length of x is zero, this is transformed into the 1x1 PSD constraint t >= 0.
This is missing the constraint that u should be nonnegative.
Ideally the bridge should add two linear inequality constraints but in the meantime it should at least provide a nice error instead of being incorrect.

Detected while going from DeprecatedTest to Test in jump-dev/CSDP.jl#72

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