[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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