Solving multiple QP's by using OSQP with sparse matrix form and jax.vmap()

[TRo202]

Hi.

I'm trying to solve multiple QP's by using OSQP in jaxopt and vmap in jax, but it takes too long to solve compared to the original OSQP.

1. Why is csc matrix not compatible with jax.vmap?
2. Is there any way to use both sparse matrix and vmap when solving multiple QP's

I would like to know if anyone has solved multiple QP's by using CSC structure and using vmap!

Thank you in advance.