Updating the Gurobi interface about qpsolvers

[DKenefake]

I have just submitted a PR for it.

#38

[stephane-caron]

This sounds great, I'll gladly merge a PR for it 😀 Can you adapt gurobi_solve_qp in gurobi_.py to use this new API?

[stephane-caron]

Thanks a lot for this contribution! As discussed in the PR, the performance improvement is significant, e.g. on the sparse_problem.py example with n=200:

• before: 4.55 ms ± 38.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
• after: 36.3 ms ± 89.4 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)