| .lagrangian_project_full | R Documentation |
Applies the transformed OLS projection when \mathbf{G}^{1/2} is a
full P \times P matrix. This is used as an exact active-set
refinement for correlated paths after the Woodbury solve has found the
current quadratic approximation.
.lagrangian_project_full(
GhalfXy,
Ghalf_full,
A,
K,
p_expansions,
constraint_value_vectors,
family,
parallel_qr = FALSE,
cl = NULL
)
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