diffcp (Q7372835)
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Differentiating Through Cone Programs
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | diffcp |
Differentiating Through Cone Programs |
Statements
A port of the 'python' 'diffcp' package. Computes the derivative of the optimal solution map of a convex cone program, treating the program as an implicit function of its data (constraint matrix, offset, objective coefficients, and optionally a quadratic), mirroring Agrawal et al. (2019) <doi:10.48550/arXiv.1904.09043>.
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22 August 2026
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Akshay Agrawal
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Shane Barratt
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Stephen Boyd
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Enzo Busseti
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Walaa Moursi
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