Geoffrey Negiar

Should we exclude files like `data_utils.py` from the coverage calculation?

Good question -- how many iterations would you perform with RR? I think I'm currently doing 10 and it works well enough for the matrix LMO. It might be more...

This has been done in our copt library (without batches). Cf https://github.com/openopt/copt/blob/21a0caf0f8c6fbc58de05ea8bc70e36c83fb62be/copt/constraint.py#L84 and https://github.com/openopt/copt/blob/21a0caf0f8c6fbc58de05ea8bc70e36c83fb62be/copt/frank_wolfe.py#L115

I've been thinking about this for equality constrained QP solving. Preconditioners might accelerate this a lot. Ideally, we'd like to compute the preconditioner once, and 1) Share it between forward...

Yeah, the reason I'm not using CG is because the EqQP is indefinite -- so I'd have to use CG on the normal system `A.T A = A.T b`, which...

The restart parameter for GMRES is critical. Here's a new plot with `restart=625` for this example. LGMRES is an automated way of finding the `restart` parameter, amongst other things). Perf...

@mblondel sorry I didn't get around to that benchmark. I recently found [this JAX issue](https://github.com/google/jax/issues/9259) which says that GMRES is much slower on GPU than on CPU for Jax. I'm...

CC @Algue-Rythme, this is pretty similar to your Jacobi preconditioner for OSQP.

For instance, tree_l2_norm would currently give incorrect results on complex parameters. https://github.com/google/jaxopt/blob/eb6e75dfee1d25cc2b206ad1410668c576bf6750/jaxopt/_src/tree_util.py#L84

Hey! Sorry, I was interning this summer and off of github. I'll start checking this out!