roblems
%       'armijo_eps', {1e-2, 'R', [0, 1]}, ...  % when is armijo step satisfactory? P(alp) - P(0) <= eps*alp*P'(0)
%       ... % solve_simple_chol.m, solkvekkt_ldl.m, solvekkt_lu.m
%       'pert_update', {2., 'R', [0, 100]}, ...  % known aka LMUPDATE, multiplier of the lambda-perturbation factor
%       'pert_min', {1e-6, 'R', [0, 1]}, ...   % LMLOW, minimal (starting) perturbation
%       'pert_try_max', {50, 'I', [0, Inf]}, ... % max number of attempts to successfully perturbate a matrix
%  