google / google/jaxopt

MINRES for large-scale KKT systems

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enhancement
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Description

Dear JAXOPT developers,

I'm interested in constrained optimization problems, which naturally leads to solving KKT systems. For large scale problems, an iterative solver is needed. As KKT matrix is symmetric indefinite, one cannot use conjugate gradient, but rather need to use MINRES algorithm. I'm wondering if this algorithm exists in the repo? If not, is there any plan to add it?

Thanks,
JW

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