jrl-umi3218 / jrl-qp

Tools and implementations to write, specialize and test QP solvers
BSD 3-Clause "New" or "Revised" License
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Topic/prefactorization #5

Open aescande opened 5 months ago

aescande commented 5 months ago

This PR introduces the option to pass an already factorized (and possiblty inverted) quadratic matrix to the the GoldfarbIdnaniSolver. This allows to leverage specificities of the matrix to gain time by using a dedicated decomposition or inversion rather than relying on the solver generic tools.