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[WIP] Make BQPD matrix-free #124

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[WIP] Make BQPD matrix-free #124

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@cvanaret cvanaret commented Dec 2, 2024 •
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BQPD requires only Hessian-vector products, not the explicit matrix.

Steps:

  • add a Hessian-vector product function in Model and OptimizationProblem.
  • add a Hessian-vector product function in HessianModel.
  • hide pointers to the OptimizationProblem and Multipliers into BQPD's workspace (int* lws) in solve_QP, and retrieve them in hessian_vector_product().
  • call the aforementioned function in BQPD's hessian_vector_product().

Supersedes #114.

@cvanaret cvanaret mentioned this pull request Dec 2, 2024
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