abstract Problem class

check acceptability wrt current point

performs the factorization of a symmetric matrix A using the Bunch-Kaufman diagonal pivoting method A = U^T D U or A = L D L^T

solves a system of linear equations A X = B with a symmetric matrix A using the factorization computed by dsytrf

we use (x*4)/3 to increase by 33% TODO add an option

check whether a rejected step with very small norm can be tolerated

compute (guarded) δ = sᵀy / yᵀy at the newest (last) entry

compute (guarded) δ = sᵀy / sᵀs at the newest (last) entry

objective gradient + row-major constraint Jacobian

fill the latest y: y = \nabla L(x_k, y_k, z_k) - \nabla L(x_{k-1}, y_k, z_k)

local models of progress measures

lower triangular part of the symmetric augmented matrix

step length follows the following sequence: 1, ratio, ratio^2, ratio^3, ...