lpsolvers v2.0.0

This release adds an interface for PDLP, a solver available from Google OR-Tools that applies the Chambolle-Pock method to a saddle-point formulation of LP. Here is some code to try it out:

from numpy import array
from lpsolvers import solve_lp

c = array([1., 2., 3.])
G = array([[1., 2., -1.], [2., 0., 1.], [1., 2., 1.], [-1., -1., -1.]])
h = array([4., 1., 3., 2.])

x = solve_lp(c, G, h, solver="pdlp")
print(f"LP solution: {x=}")

Added

• PDLP solver interface

Changed

• Rename optional deps for open source solvers

Removed

• ProxQP: Unused initvals argument in interface
• Remove top-level __init__.py