Flexible differentiable optimization via model transformations

DOI10.1287/IJOC.2022.0283MaRDI QIDQ6580535zbMATH OpenFDO

Authors Mathieu Besançon, Joaquim Dias Garcia, Benoît Legat, Akshay Sharma

Publication date 29 July 2024

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/IJOC.2022.0283

zbMATH Keywords

automatic differentiationconic optimizationconvex optimizationdifferentiable optimizationimplicit differentiation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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