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Directly call OSQP #12

Merged
merged 7 commits into from
Apr 24, 2024
Merged

Directly call OSQP #12

merged 7 commits into from
Apr 24, 2024

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fabian-sp
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Summary of changes:

  • adds a subproblem class that directly calls the OSQP solver (without cvxpy)
  • adds Tikhonov regularization to the approx. Hessian
  • tests on subproblem consistency (using cvxpy or not)

@fabian-sp fabian-sp added the under construction The PR is not yet finalized label Apr 22, 2024
@fabian-sp fabian-sp changed the base branch from main to f-torch-sampling April 22, 2024 12:03
@fabian-sp fabian-sp removed the under construction The PR is not yet finalized label Apr 24, 2024
@fabian-sp @phschiele
Update src/ncopt/functions/main.py
253ee9d 
Co-authored-by: Philipp Schiele <44360364+phschiele@users.noreply.github.com>
@fabian-sp fabian-sp merged commit db7c5e0 into f-torch-sampling Apr 24, 2024
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@fabian-sp fabian-sp deleted the f-direct-qp-call branch April 24, 2024 19:30
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@fabian-sp @phschiele