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Light-weight C++ library for fast embedded nonlinear optimisation and optimal control

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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...

enhancement

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...

enhancement
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