[docs] add p-norm example

[odow]

Came up on Discourse: https://discourse.julialang.org/t/nonlinear-optimization-using-jump-the-solver-does-not-support-nonlinear-problems-i-e-nlobjective-and-nlconstraint/95978

Preview: https://jump.dev/JuMP.jl/previews/PR3282/tutorials/conic/tips_and_tricks/#P-Norm

[codecov]

Codecov Report

Patch coverage has no change and project coverage change: -0.13 ⚠️

Comparison is base (f38bfce) 98.11% compared to head (809e166) 97.98%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3282      +/-   ##
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- Coverage   98.11%   97.98%   -0.13%     
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  Files          34       34              
  Lines        4714     4714              
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- Hits         4625     4619       -6     
- Misses         89       95       +6     

see 6 files with indirect coverage changes

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[odow]

This probably comes up often enough that I wonder if it's worth a dedicated set and bridge?

[blegat]

This probably comes up often enough that I wonder if it's worth a dedicated set and bridge?

Yes, @chriscoey do you have something like that in Hypatia ?

[odow]

I've opened an issue: jump-dev/MathOptInterface.jl#2118.

This doc PR can be merged without waiting for the resolution.

[chriscoey]

This probably comes up often enough that I wonder if it's worth a dedicated set and bridge?

Yes, @chriscoey do you have something like that in Hypatia ?

No, we didn't know a nice barrier for p-norm so we didn't try implementing anything.