Benchmarking against other differentiable convex optimization softwares

Although not now, some day down the road it might be good to benchmark our code (in terms of speed / supported problem types) against other existing solutions. Some possible candidates:
- https://github.com/cvxgrp/cvxpylayers
- https://github.com/locuslab/qpth

The issue names no files, tests, or entry points. Begin by defining the benchmark scope, speed measurements, and supported problem types for DiffOpt.jl and the two named comparison projects; the work is done when reproducible results are available for the agreed comparisons.

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