add generalized primal dual augmented Lagrangian (gpdal) for dense backend #228
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jcarpent
reviewed
Jun 14, 2023
jcarpent
reviewed
Jun 14, 2023
jcarpent
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Jun 15, 2023
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Add a switch option for choosing another primal dual augmented Lagrangian merit function with ProxQP dense backend (named GPDAL, the current one is called PDAL).
The code is unit tested in C++ and python.
The new merit function changes are for the moment only commented for ProxQP sparse backend and will be added after further changes regarding the sparse linear solver.