LSQPInterpolator only compiles with Eigen, but is not ifdef'd.
When compiling without Eigen (which is default AFAIK) some/all LSQP related stuff does not seem to compile.
Either we may want to set
HYTEG_BUILD_WITH_EIGEN=ON by default (we pull it anyway and it's header-only) or
#ifdef that feature. I'd prefer to build with Eigen by default since I consider LSQP one of the most relevant features of HyTeG.