LinQuadOptInterface.jl
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Implement `RelativeGap`
Instead of passing off to the solver https://github.com/JuliaOpt/LinQuadOptInterface.jl/blob/812d334cc26394f4409c782ebdf6b4cd16e9debe/src/solve.jl#L244-L246 we should implement this ourselves to avoid issues such as https://github.com/JuliaOpt/MathOptInterface.jl/issues/590.