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sympiler / nasoq

NASOQ:Numerically Accurate Sparsity Oriented QP Solver
https://nasoq.github.io/
MIT License
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low-rank update #26

Open liyueying233 opened 5 months ago

liyueying233 commented 5 months ago

Hi, Dr Cheshmi, I'm interested in your excellent work. I want to know that, when I take low-rank update of SPD using nasoq pakage, how can I change the "linear_solver_warpper.cpp"? Thank you!

cheshmi commented 5 months ago

Hello,

Thanks, it is not clear to me what changes you want to make. But you can inherit from the nasoq class or/and SolverSettings. see here as an example.

liyueying233 commented 5 months ago

Thanks, I have studied from SolerSettings. But the super matrix is [[A B^T][B 0]], I want to know how to deal with the matrix [[A B^T][B D]]. In other words, there are some column and rows added at the end of A.

cheshmi commented 5 months ago

I guess you want to use LBL/SoMoD where you can modify row/cols of a KKT system and solve the system incrementally. Here is an example of how you can use SoMoD.