Budget uncertainty set has uninstuitive parameter names

[bstellato]

I would make sure the rho parameters are intuitively connected to the norm they represent. For example. for the budget uncertainty set, I would use rho_1 and rho_inf to represent the 1-norm and the $\infty$-norm.

Now in the code we have rho1 for the $\infty$-norm and rho2 for the 1-norm which is highly counterintuitive...