Comments (1)
Hi Elias! To use the solver with LPs you can add a ridge term by setting Q = Variable(eps*torch.eye(nx))
for some eps
. The ridge term makes the Hessian invertible for the default PDIPM solver in qpth
and is also useful analytically since the solution of an unregularized LP is piecewise constant w.r.t. the parameters of the problem which makes the gradients w.r.t. the parameters not very useful
-Brandon.
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