polympc
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Light-weight C++ library for fast embedded nonlinear optimisation and optimal control
The most significant memory cost of the dense QP solver come form storing the KKT matrix and its decomposition. Eigen allows for [in-place LDLT decomposition](https://eigen.tuxfamily.org/dox/group__InplaceDecomposition.html) that reuses the coefficient matrix...
We should add a documentation website for this project. [MkDocs](https://www.mkdocs.org/) is a good option which is easy to set up and works with [GitHub Pages](https://pages.github.com/). However, it might be challenging...