Thanks for the prompt reply
If (big if!) I were to try to add such a feature, how hard do you think it would be? Are there particular obvious obstacles, or just a mass of little ones? (If it is so infeasible I shouldn’t try, you can skip the rest of this post.)
A natural approach would be to allow the solver model to be output, annotated with which variables each of the constants comes from. I assume that would I’d have to create a new class containing the variable name and its value, and then re-implement all functions/operators to work on that class. Is that a reasonable approach?
A previous post pointed out that CVX is targeting convenience rather than speed, but if the range of problems it is fast enough for increases, that increases the convenience it provides …