QP Performance Improvements #705
Description
• QP performance improvements
◦ Move augmented system to GPU
▪︎ May also help for LPs that use augmented system
◦ Reduce latency for small (portfolio optimization) problems
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• QP performance improvements
◦ Move augmented system to GPU
▪︎ May also help for LPs that use augmented system
◦ Reduce latency for small (portfolio optimization) problems