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I have nothing useful to say, but this might be of use? https://github.com/Tim-Salzmann/l4casadi |
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Hi casadi community!
I am working on an alg. that requires solving many NLP with ML surrogates embedded in reduced form as equality constraints.
I have had some success embedding constraints and passing to IPOPT via casadi callbacks making use of tensorflow AD.
Ideally I would parallelise but realise tensorflow does not play too nicely with multiprocessing.
Could you suggest a best approach here?
I have had a search for this elsewhere but not sure anything has been asked that covers these bases.
Thanks for your help in advance,
Max
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