add subgradient option to lagrangian #391
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DLWoodruff
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Apr 25, 2024
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Interesting idea. Sort of a hybrid. On the one hand, its behavior would be "erratic" in some sense because it would depend on hub solve times. On the other hand, it seems like a harmless option, particularly if it is only documented in the "secret menu" rst file.
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Not sure this is a good idea -- you may miss incoming weights. Opening this draft PR for discussion.