C3+ warm starting bug

[cuie23]

I am currently working off a fork of this commit 24c419acb94a202006c50ce5592b9367c28af5c9, but it seems the issue hasn't been fixed in the latest commit of stephen/port-c3+. Essentially, the warm-start variables don't get initialized in when running C3+, and adding the following code block in the constructor of C3+ fixes the issue

if (warm_start_) {
  warm_start_eta_.resize(options_.admm_iter + 1);
  for (int iter = 0; iter < options_.admm_iter + 1; ++iter) {
    warm_start_eta_[iter].resize(N_);
    for (int i = 0; i < N_; ++i) {
      warm_start_eta_[iter][i] = VectorXd::Zero(n_lambda_);
    }
  }
}