[docs] add a tutorial for PDHG and a basic MOI interface

[odow]

Preview: https://jump.dev/JuMP.jl/previews/PR3844/tutorials/algorithms/pdhg/

This comes up surprisingly often:

x-ref #2348 (comment)
x-ref #2348 (comment)

and there was also jump-dev/MathOptInterface.jl#1940

This is based on my post at https://discourse.julialang.org/t/connecting-a-simple-first-order-solver-to-solve-standard-form-linear-program-to-jump/95694/4?u=odow that @Shuvomoy also turned into https://github.com/Shuvomoy/SimplePDHG.jl

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.54%. Comparing base (0a99d50) to head (41d368e).
Report is 1 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #3844   +/-   ##
=======================================
  Coverage   97.54%   97.54%           
=======================================
  Files          44       44           
  Lines        6017     6017           
=======================================
  Hits         5869     5869           
  Misses        148      148           

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