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low-rank update about nasoq HOT 3 OPEN

liyueying233 avatar liyueying233 commented on May 26, 2024
low-rank update

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Comments (3)

cheshmi avatar cheshmi commented on May 26, 2024

Hello,

Thanks, it is not clear to me what changes you want to make. But you can inherit from the nasoq class or/and SolverSettings.
see here as an example.

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liyueying233 avatar liyueying233 commented on May 26, 2024

Thanks, I have studied from SolerSettings. But the super matrix is [[A B^T][B 0]], I want to know how to deal with the matrix [[A B^T][B D]]. In other words, there are some column and rows added at the end of A.

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cheshmi avatar cheshmi commented on May 26, 2024

I guess you want to use LBL/SoMoD where you can modify row/cols of a KKT system and solve the system incrementally.
Here is an example of how you can use SoMoD.

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