Included the LQR unit-tests

There are two main tests here:

• one checks that the problem is solved in 1 iterations, and
• the another one checks that the expected improvement ration is equals to 1.

For having these two unit-test, I have to:

1. Properly include the sub-modules, as before.
2. Defined an more appropriate default tolerance (1e-4).

@nmansard please see that these is the first inclusion of previous unit-test.

This PR solved the task #12 (closed).