This repository contains the reference code for our paper Differentiable Optimization of Generalized Nondecomposable Functions using Linear Programs (NeurIPS-2021)
Hi,
thanks for the interesting work and publishing the source code for it!
I have a question about the part for selecting active constraints.
In the provided code bsize is 1, but is there a (hopefully simple) way (other than looping) to do the same filtering of constraints when the actual number of LP problems (i.e., bsize) is larger than 1?
(I'm thinking of just zero-ing non-active constraints, although it doesn't help reducing the dimensionality.)