Does cvxpylayer support Gurobi as solver, and then back-propagate?

cvxgrp / cvxpylayers

Differentiable convex optimization layers

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Does cvxpylayer support Gurobi as solver, and then back-propagate? #148

Open keungRX opened 1 year ago

keungRX commented 1 year ago

Does cvxpylayer support Gurobi as solver, and then back-propagate? I am trying to solve a large_scale MIP problem in cvxpy layer in my neural network, and SCS is incapable to solve my problem.

akshayka commented 1 year ago

No it does not.