[CGS] Add a stopping condition

[amontoison]

No description provided.

[coveralls]

Coverage increased (+0.04%) to 97.485% when pulling d4af5dc on amontoison:cgs into 66c8dc7 on JuliaSmoothOptimizers:master.

[coveralls]

Coverage increased (+0.04%) to 97.485% when pulling d4af5dc on amontoison:cgs into 66c8dc7 on JuliaSmoothOptimizers:master.

[codecov]

Codecov Report

Merging #230 into master will increase coverage by 0.03%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #230      +/-   ##
==========================================
+ Coverage   97.30%   97.33%   +0.03%     
==========================================
  Files          30       30              
  Lines        3306     3308       +2     
==========================================
+ Hits         3217     3220       +3     
+ Misses         89       88       -1     

Impacted Files	Coverage Δ
src/cgs.jl	100.00% <100.00%> (ø)
src/diom.jl	94.18% <0.00%> (+1.16%)	⬆️

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