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Add derivatives parallelization #87

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bstellato opened this issue Aug 16, 2022 · 0 comments
Open

Add derivatives parallelization #87

bstellato opened this issue Aug 16, 2022 · 0 comments
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@vineetbansal
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osqp-python 1.0

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@bstellato
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Parallelize derivatives with multi-threading, similarly, to diffcp https://github.com/cvxgrp/diffcp/blob/a122f966bad40eb4eb24df38fe511ed2d12fcbff/diffcp/cone_program.py#L89

Note. We need to disable GIL before computing the adjoint derivatives
@bstellato bstellato added this to the osqp-python 1.0 milestone Aug 31, 2022
@vineetbansal vineetbansal self-assigned this Sep 9, 2022
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