Form reduced matrix A that contains only rows that are active at the solution. Ared = vstack[Alow, Aupp] Active constraints are guessed from the primal and dual solution returned by the ADMM. @param work Workspace @return Number of rows in Ared, negative if error
Form reduced right-hand side rhs_red = vstack[-q, l_low, u_upp] @param work Workspace @param rhs right-hand-side @return reduced rhs
Compute dual variable y from yred @param work Workspace @param yred Dual variables associated to active constraints
Perform iterative refinement on the polished solution: (repeat) 1. (K + dK) * dz = b - K*z 2. z <- z + dz @param work Solver workspace @param p Private variable for solving linear system @param z Initial z value @param b RHS of the linear system @return Exitflag