Question about QCQP in JAXOpt

[athindran]

Hi, Is it possible to solve convex QCQPs with JAXOpt currently? If not, how difficult would it be to write a QCQP solver which can be integrated into a JAX computational graph?

[mblondel]

Hello @athindran

We don't have immediate plans to add support for QCQPs. Usually, adding new solvers can take a fair amount of work as we want to ensure that they are fully tested and documented.