Add dense LP interface #231
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jcarpent
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Jun 19, 2023
jcarpent
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Jun 19, 2023
Co-authored-by: Justin Carpentier <justin.carpentier@inria.fr>
Co-authored-by: Justin Carpentier <justin.carpentier@inria.fr>
jcarpent
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Jun 19, 2023
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This is great guys! Thanks! Do you have any benchmark on the performance gains? |
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Solving #47. |
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Add a setting option for solving more efficiently Linear Programs with ProxQP, as suggested by #173 (i.e., all linear algebra operations involving the Hessian cost are avoided).
This PR adds this feature for ProxQP dense backend. It will be added later for ProxQP sparse backend as well.