get a more efficient TOA for lmi cone

[lkapelevich]

current corrector is O(d^2 * side^3), this is O(d * side^3) but still ugly

function correction(cone::LinMatrixIneq, primal_dir::AbstractVector)
    @assert cone.grad_updated
    sumAinvAs = cone.sumAinvAs
    corr = cone.correction
    dim = cone.dim
    side = cone.side
    A_aux = [zeros(dim) for _ in 1:side, _ in 1:side]
    for i in 1:dim, k in 1:side, j in 1:side
        A_aux[j, k][i] = sumAinvAs[i][j, k]
    end
    B = zero(sumAinvAs[1])
    for k in 1:side, j in 1:side
        B[j, k] = dot(A_aux[j, k], primal_dir)
    end
    for i in 1:dim
        corr[i] = dot(B * sumAinvAs[i], B')
    end
    return corr
end