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Add qpth solver#664

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ValerianRey wants to merge 1 commit intomainfrom
add-qpth-solver
Draft

Add qpth solver#664
ValerianRey wants to merge 1 commit intomainfrom
add-qpth-solver

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@ValerianRey
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This is entirely claude generated so the code has a few structural problems, but it's just a proof of concept.

A few (major) issues:

  • qpth is not actively maintained (last commit 2 years ago)
  • It depends on numpy<2 (super easy to fix if it was maintained)
  • It depends on cvxpy, which is currently an optional dependency of TorchJD. This is a minor issue.
  • It's too slow, unless we reduce the number of iterations to something like 2, but then it makes the non-conflicting tests fail. But maybe it's still faster than quadprog when m is large. Need to test. In that case, it would be advised to use this when m is large, and quadprog when m is small.

Also, if this ever gets merged, we would probably want to have this solver as an optional dependency. So having an aggregator name as optional dependency, like [upgrad], would not work if upgrad supports multiple different solvers. Need to think about that, independently.

=> Can't merge this but I think it's interesting.

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