Add Pennon

[blegat]

First solver supporting nonlinear SDPs in JuMP !

julia> include("test/pennon.jl");
Test Summary:                       | Pass  Total   Time
test_conditioned_correlation_matrix |   11     11  20.4s
Test Summary:  | Pass  Total  Time
test_interface |   19     19  0.2s
Test Summary:                   | Pass  Total  Time
test_nearest_correlation_matrix |    8      8  2.3s
Test Summary:                      | Pass  Total  Time
test_nonlinear_matrix_off_diagonal |    7      7  2.8s
Test Summary:           | Pass  Total  Time
test_nonnegative_spline |    9      9  0.9s
Test Summary:                    | Pass  Total  Time
test_quadratic_matrix_constraint |    4      4  0.4s
Test Summary:                    | Pass  Total  Time
test_quadratic_scalar_constraint |    5      5  0.5s
Test Summary:                   | Pass  Total  Time
test_scalar_constraint_dispatch |    2      2  0.0s

@kocvara After this PR, we can cut a first release of Penopt.jl then advertise it in the JuMP documentation :)

We should have just used the bridge

 MOI.Bridges.Constraint.FunctionConversionBridge{
      Float64,
      MOI.VectorNonlinearFunction,
  }

but there were missing conversions.
EDIT we now just use the bridge

[codecov]

Codecov Report

❌ Patch coverage is 21.71946% with 173 lines in your changes missing coverage. Please review.
✅ Project coverage is 52.02%. Comparing base (5fa7784) to head (0645b04).

Files with missing lines	Patch %	Lines
src/Pennon.jl	20.27%	173 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main      #27       +/-   ##
===========================================
- Coverage   71.38%   52.02%   -19.36%     
===========================================
  Files           4        5        +1     
  Lines         346      567      +221     
===========================================
+ Hits          247      295       +48     
- Misses         99      272      +173     

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