Add function to check linear-feasibility of any point

[ewu63]

Type of issue

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• New feature (non-breaking change which adds functionality)

Description

Add a function which will check whether a point satisfies the linear constraints specified for the optimization problem. This only requires (hopefully sparse) matrix-vector products so is cheap enough to do. This can be used to check, for example, whether the initial point of an optimization is feasible wrt the linear constraints given.

[stale]

Is this still relevant? If so, what is blocking it? Is there anything you can do to help move it forward?

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