Automatically allocate LP/QP solver for inequality-constrained method#177
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Automatically allocate LP/QP solver for inequality-constrained method#177
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…NZ and allocate either LP or QP solver on the fly
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LPSubproblemandQPSubproblem.inequality_handling_method=inequality_constrained. We compute the NNZ in the Hessian, and allocate an LP solver or a QP solver on the fly depending on the presence of curvature.