timer starts upon creation

problem_type is "LP" for linear, "QP" for quadratic, "NLP" for nonlinear

constructors and destructor

return the list of available solvers

iterators

because of the way we form LPs/QPs, we get the new *multipliers* back from the solver. To get the dual displacements/direction, we need to subtract th

Hessian-vector product where the Hessian approximation is Bk = B0 - U Uᵀ + V Vᵀ and B0 = δ I Bk v = (B0 - U Uᵀ + V Vᵀ) v = δ v - U (Uᵀ v) + V (Vᵀ v)

Hessian-vector product where the Hessian approximation is Bk = B0 + U P⁻¹ Uᵀ and B0 = δ I Bk v = (B0 + U P⁻¹ Uᵀ) v = δ v + U (P⁻¹ (Uᵀ v))

sparsity patterns of Jacobian and Hessian

sparsity patterns of Jacobian and Hessian