Closed antonvorobets closed 1 year ago
Dear @antonvorobets,
Thanks for your interesting feedback and your interest in ProxSuite. This is indeed planned to add this feature to the library to be highly efficient on LPs by not considering any Hessian. Our main concern is the lack of time and resources we can allocate to this task, as we have other directions for the roadmap. Do you have resources on your side to allocate to this LP feature?
Best, Justin
I would love to help with what I can, but I am afraid that my c++ and understanding of primal-dual proximal algorithms is too limited at this point.
If you can make a to-do list, I can consider if there are tasks where I or others that I know can help in the short term.
Solved via #231.
In the README, you write about LPs and QPs. As far as I understand, you currently only have a QP interface, but it can of course also be used for solving LPs by letting P be a matrix of zeros. Is this how you intend to solve LPs, or are you planning on making an LP interface?
I am quite impressed with your QP solver so far. It also seems to have good performance on LPs, but it might be possible to improve further if it has its own interface.