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Add box constraint interface for dense backend #238
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In general, this feature helps to save 10% in computational timings, which might impact both small and large problems. Very nice work @Bambade ! |
jcarpent
approved these changes
Jun 27, 2023
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Add a specific feature for handling more efficiently box inequality constraints with ProxQP dense backend as suggested by #47 (i.e., all matrix vector operations are simplified).
The feature is documented on simple examples (and overloaded so that not to break current frontend API), and also unit tested in C++ and python.
A benchmark is added as well to compare the timings of using or not this feature on randomly generated problems
On my machine (11th Gen Intel(R) Core(TM) i7-11850H @ 2.50GHz), I get for now: