[Cbc] Using CBC as the solver with CVXPY for ADMM problems
David Coote
dccoote at outlook.com
Fri Nov 8 20:00:27 EST 2019
Hi,
First post to this list so I hope this question is in scope.
I'd like to investigate using alternating direction method of multipliers (ADMM) for some optimisation usecases.
The CVXPY toolkit:
https://www.cvxpy.org/
supports ADMM and states it can use CBC as the solver.
Does anyone have experience/lessons learnt they can share using CBC with CVXPY for ADMM?
Thanks
David
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