Improve quadratic duality in doc

[blegat]

Preview at https://jump.dev/MathOptInterface.jl/previews/PR1717/

[matbesancon]

is there a preview for it?

[blegat]

is there a preview for it?

Added in the PR description

[matbesancon]

I would add a reference / link / explanation for the normal cone. This is typically not taught in basic optimization classes.

For instance, if \mathcal{C}_i is \{ x \in \mathbb{R} : x \le 0 \}, this means that
if \frac{1}{2}x^TQ_ix + a_i^T x + b_i is nonzero at x^\star then y_i^\star = 0.
This is the classical complementary slackness condition.

For notation, I would not use x in the definition of the cone, since it's the affine image of x which is in the cone

[matbesancon]

The affinely constrained part ends up being rather big, I would have it as a subsection rather than a note