adding test_pipeline to see flow and ease debugging

[vroulet]

See issue #21.

The point is to add a pipeline test to

• ease debugging base functions (typically this would ease interactive debugging),
• give a good idea of the flow directly in the template.

The test is very basic and intended so for people to modify it according to their needs.
Note: I had to change python-gd.py to python_gd.py

@mathurinm what do you think?

[tomMoral]

this is the intend of benchopt test, but might be interesting to still have something for easy debugging.

[vroulet]

As you wish, one can simply mention benchopt test in the readme or add this and still mention benchopt test. Or we can also drop this PR as it is really not critical ^^