add MOI to LP conversion

[codecov[bot]]

Codecov Report

Base: 87.25% // Head: 88.94% // Increases project coverage by +1.68% :tada:

Coverage data is based on head (ba83468) compared to base (30dee49). Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files

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[joaquimg]

related to https://github.com/jump-dev/MathOptInterface.jl/issues/1940

@odow, we should only support MOI to a single LP form. The other conversions should follow from that point.

@blegat, currently the conic geometric form is very flexible here. a change to MatrixOfConstraints would limit the available sets to a fixed subset, right? Have you thought about that?

[joaquimg]

I think MatrixOptInterface should do the matrix conversion to MOI both ways. Before this PR, it was able to do 1 - MOI to matrix for conic programs 2 - matrix to MOI for linear programs

after this, MatOI will be able to do 3 - MOI to matrix for linear programs

it will be missing: 4 - matrix to MOI for conic programs

[blegat]

currently the conic geometric form is very flexible here. a change to MatrixOfConstraints would limit the available sets to a fixed subset, right? Have you thought about that?

We can move https://github.com/jump-dev/DiffOpt.jl/blob/master/src/product_of_sets.jl to this repo and use it for the conic version.