JuliaSmoothOptimizers / JuliaSmoothOptimizers/LDLFactorizations.jl
Return an inertia estimate
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- Julia
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Description
**Is your feature request related to a problem? Please describe.**
I am trying to use this package as a lightweight alternative to `HSL` and `Mumps` in the context of an SQP-type algorithm. I need to know when i need to add inertia corrections to my KKT matrix.
**Describe the solution you’d like**
The relevant info would be returned after a call to `ldl_factorize`.
In `HSL`, the number of negative eigenvalues and the rank of `H` is returned which would be sufficient.
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