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More efficient solver in regularized linearRTO if the constraint is just a simple box constraint #559

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6 tasks
chaozg opened this issue Nov 4, 2024 · 0 comments · May be fixed by #560
Open
6 tasks

More efficient solver in regularized linearRTO if the constraint is just a simple box constraint #559

chaozg opened this issue Nov 4, 2024 · 0 comments · May be fixed by #560

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@chaozg
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chaozg commented Nov 4, 2024 •
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General description of task

In RegularizedLinearRTO, Scipy-based second-order solvers will be more efficient in certain cases, for example a simple box constraint, than the existing first-order solvers.

Definition of Done (Feature/change)

  • Investigate possible interface change in RegularizedLinearRTO

Definition of Done (Mandatory)

  • Documentation added (docstrings on all public methods/classes)
  • Unit tests added/updated (and passing!)
  • Code reviewed and approved by 2 CUQI-maintainers
  • Online documentation is rendered correctly (esp. math)

Defintion of Done (Optional)

  • HowTo/tutorial added
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Add Scipy based solver to be used in regularized LinearRTO CUQI-DTU/CUQIpy
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@chaozg