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JuliaSmoothOptimizers / LimitedLDLFactorizations.jl

Limited-Memory Factorization of Symmetric Matrices
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Naive implementation of modified/relaxed factorization #54

Open t-bltg opened 2 years ago

t-bltg commented 2 years ago

While I'm on this repo, fix https://github.com/JuliaSmoothOptimizers/LimitedLDLFactorizations.jl/issues/42 (naive tentative).

Needs extensive checking for correctness though (didn't check the maths).

Needs https://github.com/JuliaSmoothOptimizers/LimitedLDLFactorizations.jl/pull/53 merged for proper CI testing.