Function kktChol

Solution of KKT equations by reduction to a 2 x 2 system, a QR factorization to eliminate the equality constraints, and a dense Cholesky factorization of order n-p. Computes the QR factorization A' = [Q1, Q2] * [R; 0] and returns a function that (1) computes the Cholesky factorization Q_2^T * (H

(G *matrix.FloatMatrix, dims *sets.DimensionSet, A *matrix.FloatMatrix, mnl int)