Added option quasi_newton_memory_size

Author: cvanaret

uno/options/DefaultOptions.cpp

@@ -113,7 +113,7 @@ namespace uno {
       options.set_bool("LS_scale_duals_with_step_length", true);
 
       /* L-BFGS options */
-      options.set("quasi_newton_memory_size", "3");
+      options.set_integer("quasi_newton_memory_size", 3);
 
       /** regularization options **/
       // regularization failure threshold

uno/options/Options.hpp

@@ -148,6 +148,7 @@ namespace uno {
          {"barrier_damping_factor", OptionType::DOUBLE},
          {"least_square_multiplier_max_norm", OptionType::DOUBLE},
          {"BQPD_kmax", OptionType::INTEGER},
+         {"quasi_newton_memory_size", OptionType::INTEGER},
          {"QP_solver", OptionType::STRING},
          {"LP_solver", OptionType::STRING},
          {"linear_solver", OptionType::STRING},