Fix SOC3

[guilhermebodin]

#836

[codecov-io]

Codecov Report

Merging #839 into master will increase coverage by 0.11%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master     #839      +/-   ##
==========================================
+ Coverage   94.83%   94.95%   +0.11%     
==========================================
  Files          71       72       +1     
  Lines        7649     7910     +261     
==========================================
+ Hits         7254     7511     +257     
- Misses        395      399       +4

Impacted Files	Coverage Δ
src/Test/contconic.jl	99.42% <100%> (-0.36%)	⬇️
src/Bridges/Constraint/Constraint.jl	100% <0%> (ø)	⬆️
src/Test/UnitTests/basic_constraint_tests.jl	98% <0%> (ø)	⬆️
src/Bridges/Constraint/soc_to_psd.jl	100% <0%> (ø)	⬆️
src/Bridges/Constraint/norm_to_lp.jl	100% <0%> (ø)
src/Utilities/functions.jl	94.63% <0%> (+0.04%)	⬆️
src/Test/modellike.jl	99.38% <0%> (+0.05%)	⬆️
src/sets.jl	94.73% <0%> (+0.29%)	⬆️

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[mlubin]

@odow Why do we need to support INFEASIBLE_OR_UNBOUNDED? We can set the following parameters so that Gurobi doesn't return this status:
https://www.gurobi.com/documentation/8.0/refman/infunbdinfo.html
https://www.gurobi.com/documentation/8.0/refman/dualreductions.html#parameter:DualReductions

[odow]

Oooo. I didn't realize there was this parameter.

[odow]

I've updated Gurobi to use the parameter, and reverted the change here.