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We should probably just create an UpperTriangular view of P all the time and then utilize that for future processing, that way we don't need that check anymore.
This check:
https://github.com/oxfordcontrol/OSQP.jl/blob/f50490536e41da2fef5f03216223090bd30698f8/src/interface.jl#L115-L118
does not work if there is zero offdiagonal entries which makes OSQP fail, see #90
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