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JuliaSmoothOptimizers / LDLFactorizations.jl

Factorization of Symmetric Matrices
GNU Lesser General Public License v3.0
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Add ldl_analyze! #128

Open ojwoodford opened 11 months ago

ojwoodford commented 11 months ago

Sometimes the sparse structure of a problem can change during non-linear optimization. It would be useful to be able to update the symbolic analysis of the matrix in-place, to avoid re-allocating all the memory when this happens.

Would you be open to a PR implementing this?

tmigot commented 11 months ago

Hi @ojwoodford Very sorry for the delay, we are currently understaffed. I think that would be a good Idea, feel free to open a PR with a proposition. As much as possible pay attention to unit tests and docstrings. @geoffroyleconte could also be a good reviewer for an eventual PR.