Test against SDPLIB

[joaquimg]

No description provided.

[zhenweilin]

Hello! I found some problems in SDPLIB by using some dataset ending by "dat-s". Though the data[3, 1] is negative, most current solvers (like copt, sedumi, mosek) can solve it normally. However, SDPLIB raise an bound index error. It should be fixed if I use the following code

    # Parse SDPLIB data
    m = data[1, 1]
    if isa(data[3, 1], Float64) || isa(data[3, 1], Int64)
        if data[3, 1]<0
            data[3,1] = -data[3,1]
        end
        blks = data[3, :]
        for elem = 1:length(blks)
            if blks[elem] == ""
                blks = blks[1:elem-1]
                break
            end
        end
    else
        blks = parse.(Float64, split(data[3, 1][2:end - 1], ","))
    end