8 #ifndef IP_CHOL_SOLVE_H 9 #define IP_CHOL_SOLVE_H 42 void solve(
const problem_parameters&,
const double *,
const double *,
const double *,
double *);
A set of problem parameters.
double * w
Lagrange multipliers.
matrix_ecL ecL
L for equality constraints.
matrix_E E
matrix of equality constraints
Initializes lower diagonal matrix L and performs backward and forward substitutions using this matrix...
Solves KKT system using Cholesky decomposition.
Implements multiplication of matrix E and E' by a vector.