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Currently, we have many functions named _bulid_*. These functions create a block of matrix needed for formulating sparse/dense LQ dynamic problems. However, creating arrays in these functions can later cause issue when we want to extend these to GPU arrays. I suggest doing the following.
All the arrays are created in _build_sparse_lq_dynamic_model and _build_dense_lq_dynamic_model. For the rest of _build_* functions, we create the array in _build_*_lq_dynamic_model, and only update its entries in _set_*!. Ideally, each _set_*! functions should be non-allocating.
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