Added support for both sparse and condensed formulations of the K state elimination matrix.
Added the K matrix as an attirbute of the LQDynamicData
Added function for building the J1 matrix in the sparse format when K is defined so that it includes the K constraints
Added two new functions for building the condensed blocks and the condensed G block for the condensed formulation since the algebra is signficantly more complex with K defined.
Separated _build_condensed_lq_dynamic_model into two functions, one for when K is defined and one when it is not. These functions are called separately in LQDynamicModel.
Added new tests for the K matrix formulation. Added tests for when K is defined with bounds, when K and S are defined with bounds, when K is defined without bounds, and when K and S are defined and not all u variables are bounded.
Updated the sparse_lq_test.jl file so that it forms the JuMP.jl model with the K matrix.
Added support for both sparse and condensed formulations of the
K
state elimination matrix.K
matrix as an attirbute of theLQDynamicData
J1
matrix in the sparse format whenK
is defined so that it includes theK
constraintsG
block for the condensed formulation since the algebra is signficantly more complex withK
defined._build_condensed_lq_dynamic_model
into two functions, one for whenK
is defined and one when it is not. These functions are called separately inLQDynamicModel
.K
matrix formulation. Added tests for whenK
is defined with bounds, whenK
andS
are defined with bounds, whenK
is defined without bounds, and whenK
andS
are defined and not allu
variables are bounded.sparse_lq_test.jl
file so that it forms theJuMP.jl
model with theK
matrix.