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bstellato / mlopt

The Machine Learning Optimizer
Apache License 2.0
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Check if KKT matrix can be factored #7

Closed bstellato closed 4 years ago

bstellato commented 4 years ago

KKT matrix can be factored only if the problem is a QP (is_qp() in cvxpy) and if the parameters do not enter in the matrices P and A. This was complicated with cvxpy < 1.1.

cvxpy 1.1 makes it easy to check these conditions on the reformulated parametric program.

Must happen after https://github.com/bstellato/mlopt/issues/4