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cvxgrp / cvxpylayers

Differentiable convex optimization layers
Apache License 2.0
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Add new solver for Linear programming #108

Open zihangm opened 3 years ago

zihangm commented 3 years ago

Hi,

Thank you for this amazing package and it's very convenient to use. In my recent work we proposed a differentiable LP solver which can be easily implemented in pytorch and GPU-friendly, which may be a reasonable substitute for the current scs solver depending on use cases (and I'm working on the sparse version implementation which may help scale to larger problems).

Since the CVXPYlayers has almost been a go-to choice for differentiable optimization, it would be nice if I can contribute our LP solver into this package. Can I start a PR for this?

Thanks!

dwahdany commented 3 years ago

I have no affiliation with the devs but I could assume you can. A major implementation must be done on the diffcp repository though, as cvxpylayers utilizies solve_and_derivative_batch from diffcp.cone_program. See https://github.com/cvxgrp/diffcp/issues/31 for an example.