A code example on primal-dual algorithm for LP

Maybe I’m not having considerable expertise, at least as much as you do.
Actually I don’t have any experience, e.g. how to open a Github Pull Request.

I think I’m learning currently, especially optimization-related things.
And I can post some noteworthy points. The hope is that when in the future someone else have similar thoughts, they could have a reference, and continue the thoughts.

Therefore, I think the discourse can also serve as a place for discussion, not only asking questions–answering them. Because different people may give different solutions. Even for the same person, he may think one way in 2024, but may totally change his mind in 2025, due to some new findings.

I’m reading your package currently, when I’m working on my algorithm discussed Ipopt does NOT memorize a best solution found so far - #5 by WalterMadelim
I find this sentence

In such cases, sparse AD is only beneficial in “mixed mode”, where we combine a forward and a reverse backend.

I guess that this sparse AD might be a novel feature?
Is it already widely applied?

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