Add MathOptSetDistances (#2265)

Author: blegat

.github/workflows/solver-tests.yml

@@ -16,6 +16,7 @@ jobs:
           - package: 'Convex'
           - package: 'InfiniteOpt'
           - package: 'LinearFractional'
+          - package: 'MathOptSetDistances'
           - package: 'Plasmo'
           - package: 'PolyJuMP'
           - package: 'PowerModels'