bstellato / mlopt

The Machine Learning Optimizer
Apache License 2.0
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Update to cvxpy 1.1 #4

Closed bstellato closed 4 years ago

bstellato commented 4 years ago

Update to DPP format when the CVXPY parametric QP interface is ready.

Need to update intermediate chains extraction. The intermediate problem becomes data[s.PARAM_PROB] in cvxpy 1.1. To solve it you need to call

P, q, A, l, u = problem.apply_parameters()

to get the low-level problem representation. Then it is easy to check which constraints are tight or not.