Updated docs/src/guide/kkt.md and added qpsolver/README.md and lp_dat… #5765

Job	Run time
debug_all_tests (ubuntu-latest)	5m 1s
debug (ubuntu-latest)	4m 58s
release (ubuntu-latest)	4m 0s
debug64 (ubuntu-latest)	4m 26s
Release64_all_tests (ubuntu-latest)	3m 55s
release_all_tests (ubuntu-latest)	3m 50s
debug64_all_tests (ubuntu-latest)	5m 16s
Release64 (ubuntu-latest)	3m 47s
	35m 13s

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