Add ScaledPositiveSemidefiniteConeTriangle

[blegat]

Closes #531

Checklist from #2167

Basic

• Add a new AbstractScalarSet or AbstractVectorSet to src/sets.jl
• Implement Base.copy(set::S)
• Implement Base.:(==)(x::S, y::S)
• If an AbstractVectorSet, implement dimension(set::S)

Utilities

• If an AbstractVectorSet, implement Utilities.set_dot,
  unless the dot product between two vectors in the set is equivalent to
  LinearAlgebra.dot
• If an AbstractVectorSet, implement Utilities.set_with_dimension in
  src/Utilities/matrix_of_constraints.jl
• Add the set to the @model macro at the bottom of src/Utilities.model.jl

Documentation

• Add a docstring, which gives the mathematical definition of the set,
  along with an ## Example block containing a jldoctest
• Add the docstring to docs/src/reference/standard_form.md
• Add the set to the relevant table in docs/src/manual/standard_form.md

Tests

• Define a new _set(::Type{S}) method in src/Test/test_basic_constraint.jl
  and add the name of the set to the list at the bottom of that files
• If the set has any checks in its constructor, add tests to test/sets.jl

MathOptFormat

• Open an issue at https://github.com/jump-dev/MathOptFormat to add
  support for the new set New set: ScaledPositiveSemidefiniteConeTriangle MathOptFormat#27

Optional

• Implement dual_set(::S) and dual_set_type(::Type{S})
• Add new tests to the Test submodule exercising your new set
• Add new bridges to convert your set into more commonly used sets

[odow]

Before merging, we should:

• Add to docs
• Add tests to MOI.Test
• Add a bridge for PSDCone -> ScaledPSDCone

[odow]

We also need to add this to test_basic_constraints:

MathOptInterface.jl/src/Test/test_basic_constraint.jl

Lines 101 to 103 in d5c3567

	function _set(::Type{MOI.PositiveSemidefiniteConeTriangle})
	return MOI.PositiveSemidefiniteConeTriangle(3)
	end

MathOptInterface.jl/src/Test/test_basic_constraint.jl

Line 289 in d5c3567

:PositiveSemidefiniteConeTriangle,

[odow]

I changed to use an explicit length. Makes things simpler.