Support for solution derivative functions

[Zolkin1]

Hi,

I am using this library in a setting where I want to use the solution derivative functions provided by OSQP (like osqp_adjoint_derivative_compute). As far as I can tell, this library does not provide an interface for those functions - would it be possible to add that?

Thanks!

[S-Dafarra]

Hi @Zolkin1, thank you for opening the issue!

One possibility would be to add some methods to the Solver class. At the moment, I cannot provide any timeline, although feel free to propose a PR!

cc @GiulioRomualdi