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bamos avatar bamos commented on August 12, 2024

Hmm, for your problem here, how is the speed in comparison to cvxpylayers? I've been thinking about deprecating this repo and pointing everybody to cvxpylayers

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PaulR-S avatar PaulR-S commented on August 12, 2024

Cvxpylayers allows batches, however, not on the GPU but CPU only, correct? For the setting I ran, cvxpylayers was significantly slower, in fact it was slower than parallelizing the batch over multiple CPU's and solving each with Gurobi.

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bamos avatar bamos commented on August 12, 2024

Cvxpylayers allows batches, however, not on the GPU but CPU only, correct? For the setting I ran, cvxpylayers was significantly slower, in fact it was slower than parallelizing the batch over multiple CPU's and solving each with Gurobi.

Hmm, I think we if we add in support for other solvers to cvxpylayers we can outperform qpth by using OSQP, for example. I've added an issue to cvxpylayers you can use to track our development on here -- and if you have some bandwidth you are welcome to help out with the development there to get this in faster: cvxgrp/cvxpylayers#28

\cc @bstellato @sbarratt @akshayka

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