Drastically reduce iterations for convexify for some matrices #3177
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Closes #2973
Convexify required many iterations for some matrices like the one provided in the test case (over 1000). Discovered that this seems to occur when the off-diagonal elements disconnects the matrix being reduced. Such matrices are perhaps not that common but they do pop up in SQP iterations.
The algorithm used to go:
Find the unreduced matrix T2 in blockdiag(T1,T2,T3) where T1 and T2 are diagonal matrices and T2 is tridiagonal.
Now it finds the first connected unreduced matrix block,
e.g. T21 in blockdiag(T1,T21,T22,T23,T3) where T1, T22, and T3 are diagonal matrices and T21 and T23 are tridiagonal.
This change significantly reduces the number of iterations required for matrices with the above structure.