Add Bridges.ListOfNonstandardBridges attribute

[blegat]

This attributes allow an optimizer to list a few bridges that should automatically be used by JuMP.
Here are a few use cases:

• Solvers that requires SOC constraint to be provided as ScalarQuadraticFunction-in-LessThan can add the SOCtoQuad bridge in this list in the prefered form (either supporting VectorOfVariables-in-SOC or VectorAffineFunction-in-SOC, since for some solver, the quadratic function obtained is recognized only if it is computated from the correct one, and we can go from one form to another with the Slack and VectorOfVariables bridges), see Add SOCtoQuad bridge #478 (comment) (@ccoffrin this would resolve the issue we discussed with @mlubin )
• Solvers that use non-standard form for a set can create a custom set and a bridge inside the wrapper:
  • ECOS exponential cone which does not has the same order
  • SeDuMi PSDSquare-like cone
  • CDCS PSDSquare-like cone (not clear if it exactly the PSDSquare yet, see Nonsymmetric SDP matrix oxfordcontrol/CDCS#13)

• Needs tests

[codecov-io]

Codecov Report

Merging #666 into master will decrease coverage by 0.01%.
The diff coverage is 83.33%.

@@            Coverage Diff             @@
##           master     #666      +/-   ##
==========================================
- Coverage   94.96%   94.95%   -0.02%     
==========================================
  Files          50       50              
  Lines        5346     5351       +5     
==========================================
+ Hits         5077     5081       +4     
- Misses        269      270       +1

Impacted Files	Coverage Δ
src/attributes.jl	95.83% <100%> (+0.11%)	⬆️
src/Bridges/lazybridgeoptimizer.jl	97.61% <75%> (-2.39%)	⬇️

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[mlubin]

What does "required" mean? Required to pass tests? What does this imply for direct mode?

[blegat]

What does "required" mean? Required to pass tests?

I was hesitant for the naming, may be recommended (and RecommendedBridges) is better ?

What does this imply for direct mode?

If the user uses a LazyBridgeOptimizer in direct mode then the bridges will be automatically added. The bridges are added in the LazyBridgeOptimizer constructor, not just in the full_bridge_optimizer function.

[mlubin]

I don't think RecommendedBridges is any clearer. Recommended for what? How is someone looking at this description supposed to know how it fits into LazyBridgeOptimizer?

If a solver has required bridges, maybe it shouldn't publicly return its MOI optimizer and instead return a LazyBridgeOptimizer that wraps the optimizer with the required bridges? It doesn't make sense to me to have required bridges while the default way of constructing the solver doesn't include them.

[blegat]

There is indeed the other option of returning the optimizer wrapped in a SingleBridgeOptimizer (like we currently do in tests). As the bridge is required there is no need to include it in the Bellman-Ford computation.
What would be the recommendation for naming the constructor and the optimizer ?
Adding an underscore before Optimizer ?

struct _Optimizer <: MOI.AbstractOptimizer
end
Optimizer(...) = CustomBridge(_Optimizer(...))

[mlubin]

Adding an underscore before Optimizer ?

Yes, that makes sense.

[odow]

LGTM, other than the comment about language.