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In order to complete, I need to remove the 1e-32 code from the helpers in CostUtils, add checks in each algorithm to ensure that the linearizations and quadraticizations and positive definite, etc, and then implement a simple algorithm to add a scaled I.

In order to complete, I need to remove the 1e-32 code from the helpers in CostUtils, add checks in each algorithm to ensure that the linearizations and quadraticizations and positive definite, etc, and then implement a simple algorithm to add a scaled I.
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