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Approximate PSD projections#101

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nrontsis wants to merge 7 commits intomasteroxfordcontrol/COSMO.jl:masterfrom nr/lobpcg_proxfordcontrol/COSMO.jl:nr/lobpcg_prCopy head branch name to clipboard

+1,058-74

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Commits on Dec 9, 2019

• Initial commit with LOBPCG projection 🎉

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  62af097

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• Add commented tests

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  b9ca329

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• Include custom lmul! and rmul! to support Julia 1.0

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  97e8463

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• Remove deprecated dependency

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  d37fb16

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• Average lobpcg/exact iterations

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  0654276

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• Attempt to solve LinearAlgebra conflicts

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  fb81907

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• Removing unnecessary dependency

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  ece3780

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