Efficient differentiable quadratic programming layers: an ADMM approach

DOI10.1007/s10589-022-00422-7OpenAlexW4307404568MaRDI QIDQ2696912

Roy H. Kwon, Andrew Butler

Publication date: 17 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.07464

zbMATH Keywords

ADMMquadratic programmingdata driven stochastic-programmingdifferentiable neural networks

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• Anderson
• SCS
• OSQP
• SuperSCS
• JAXopt

Cites Work

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• OSQP: An Operator Splitting Solver for Quadratic Programs
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Conic optimization via operator splitting and homogeneous self-dual embedding
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Solution refinement at regular points of conic problems
• An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
• Anderson Acceleration for Fixed-Point Iterations
• Optimization Methods in Finance
• Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation
• Implicit Functions and Solution Mappings
• Learning representations by back-propagating errors
• Iterative Procedures for Nonlinear Integral Equations

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