Pg/qdldl 0.2 (#151)

* qdldl-0.2 compatability fix

* bump QDLDL version

Co-authored-by: Paul Goulart <[email protected]>

Author: goulart-paul

Project.toml

@@ -28,7 +28,7 @@ COSMOAccelerators = "^0.1.0"
 DataStructures = "^0.17.0, ^0.18.0"
 IterTools = "^1"
 MathOptInterface = "~0.10.7, 1"
-QDLDL = "~0.1.5"
+QDLDL = "~0.2"
 Reexport = "0.2, ^1"
 Requires = "^1"
 UnsafeArrays = "0.3, 1"

src/linear_solver/kktsolver.jl

@@ -308,6 +308,7 @@ end
 
 function update_rho!(s::QdldlKKTSolver{Tv, Ti}, rho::Union{Tv, AbstractVector{Tv}}) where {Tv <: AbstractFloat, Ti <: Integer}
     QDLDL.update_diagonal!(s.ldlfact, (s.n+1):(s.n+s.m), (-one(Ti) ./ rho))
+    refactor!(s.ldlfact)
 end
 
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