Introduction | The mathematical setup | What the package computes | Example 1: a linear program | Example 2: a second-order-cone program | Example 3: a small semidefinite program | A practical sensitivity-analysis example | Forward versus adjoint: when to use each | Choosing dense versus lsqr | Conventions | Connection to CVXR | Citation
Package: diffcp 0.1.1
diffcp: Differentiating Through Cone Programs
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>.
Authors:
diffcp_0.1.1.tar.gz
diffcp_0.1.1.zip(r-4.7)diffcp_0.1.1.zip(r-4.6)diffcp_0.1.1.zip(r-4.5)
diffcp_0.1.1.tgz(r-4.6-x86_64)diffcp_0.1.1.tgz(r-4.6-arm64)diffcp_0.1.1.tgz(r-4.5-x86_64)diffcp_0.1.1.tgz(r-4.5-arm64)
diffcp_0.1.1.tar.gz(r-4.7-arm64)diffcp_0.1.1.tar.gz(r-4.7-x86_64)diffcp_0.1.1.tar.gz(r-4.6-arm64)diffcp_0.1.1.tar.gz(r-4.6-x86_64)
diffcp_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
diffcp/json (API)
| # Install 'diffcp' in R: |
| install.packages('diffcp', repos = c('https://bnaras.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/bnaras/diffcp/issues
Pkgdown/docs site:https://bnaras.github.io
Last updated from:109c12f152. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 188 | ||
| linux-devel-x86_64 | OK | 189 | ||
| source / vignettes | OK | 259 | ||
| linux-release-arm64 | OK | 179 | ||
| linux-release-x86_64 | OK | 180 | ||
| macos-release-arm64 | OK | 114 | ||
| macos-release-x86_64 | OK | 332 | ||
| macos-oldrel-arm64 | OK | 161 | ||
| macos-oldrel-x86_64 | OK | 277 | ||
| windows-devel | OK | 161 | ||
| windows-release | OK | 210 | ||
| windows-oldrel | OK | 158 | ||
| wasm-release | OK | 169 |
Exports:CONESEQ_DIMEXPEXP_DUALparse_cone_dictpiPOSPSDSOCsolve_and_derivativesolve_onlyunvec_symmupstream_infovec_symmZERO
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Parse an SCS-style cone dictionary into an ordered list | parse_cone_dict |
| Projection onto a Cartesian product of cones | pi |
| Solve a cone program and return forward / adjoint derivative operators | solve_and_derivative |
| Solve a cone program (forward only) | solve_only |
| Inverse of 'vec_symm' | unvec_symm |
| Upstream Python diffcp pin | upstream_info |
| Symmetric vectorization (SCS convention) | vec_symm |
