updated docs

docs/docs/optimization.xml

@@ -44,6 +44,7 @@
          <name>Special Purpose Optimizers</name>
          <item>find_gap_between_convex_hulls</item> 
          <item>solve_qp_box_constrained</item> 
+         <item>solve_qp_box_constrained_blockdiag</item> 
          <item>solve_qp_using_smo</item> 
          <item>solve_qp2_using_smo</item> 
          <item>solve_qp3_using_smo</item> 
@@ -475,6 +476,31 @@ subject to the following constraint:
                                  
       </component>
 
+   <!-- ************************************************************************* -->
+      
+      <component>
+         <name>solve_qp_box_constrained_blockdiag</name>
+         <file>dlib/optimization.h</file>
+         <spec_file link="true">dlib/optimization/optimization_solve_qp_using_smo_abstract.h</spec_file>
+         <description>
+             This function solves the following quadratic program:
+<pre>
+   Minimize: f(alpha) == 0.5*trans(alpha)*Q*alpha + trans(b)*alpha 
+   subject to the following box constraints on alpha:
+      0 &lt;= min(alpha-lower)
+      0 &lt;= max(upper-alpha)
+   Where f is convex.  This means that Q should be positive-semidefinite.
+</pre>
+            
+            So it does the same thing as <a href="#solve_qp_box_constrained">solve_qp_box_constrained</a>,
+            except it is optimized for large Q matrices with a special block
+            structure.  In particular, Q must be grouped into identically sized
+            blocks where all blocks are diagonal matrices, except those on the
+            main diagonal which can be dense. 
+         </description>
+                                 
+      </component>
+
    <!-- ************************************************************************* -->
       
       <component>

docs/docs/term_index.xml

@@ -286,6 +286,7 @@
          <term file="optimization.html" name="find_optimal_parameters"        include="dlib/optimization/find_optimal_parameters.h"/>
          <term file="optimization.html" name="elastic_net"                    include="dlib/optimization/elastic_net.h"/>
          <term file="optimization.html" name="solve_qp_box_constrained"       include="dlib/optimization.h"/>
+         <term file="optimization.html" name="solve_qp_box_constrained_blockdiag"       include="dlib/optimization.h"/>
          <term file="optimization.html" name="solve_qp_using_smo"             include="dlib/optimization.h"/>
          <term file="optimization.html" name="find_gap_between_convex_hulls"  include="dlib/optimization.h"/>
          <term file="optimization.html" name="solve_qp2_using_smo"            include="dlib/optimization.h"/>