jump-dev / jump-dev/DiffOpt.jl

Benchmarking against other differentiable convex optimization softwares

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Description

Although not now, some day down the road it might be good to benchmark our code (in terms of speed / supported problem types) against other existing solutions. Some possible candidates:
- https://github.com/cvxgrp/cvxpylayers
- https://github.com/locuslab/qpth

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