Closed dlcole3 closed 2 years ago
The current formulation for building a SparseLQDynamicModel is inefficient if the Q, R, or S matrices are sparse. Would like to add support to handle these matrices efficiently when building H_colptr, H_rowval, and H_nzval.
SparseLQDynamicModel
Q
R
S
H_colptr
H_rowval
H_nzval
The current formulation for building a
SparseLQDynamicModelis inefficient if theQ,R, orSmatrices are sparse. Would like to add support to handle these matrices efficiently when buildingH_colptr,H_rowval, andH_nzval.