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:Balasubramanian Narasimhan [aut, cre], Akshay Agrawal [aut], Shane Barratt [aut], Stephen Boyd [aut], Enzo Busseti [aut], Walaa Moursi [aut]

diffcp_0.1.1.tar.gz
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diffcp_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
diffcp/json (API)
NEWS

# 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

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

4.78 score 1 packages 361 downloads 15 exports 6 dependencies

Last updated from:109c12f152. Checks:13 OK. Indexed: yes.

Target	Result	Time
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:CONES EQ_DIM EXP EXP_DUAL parse_cone_dict pi POS PSD SOC solve_and_derivative solve_only unvec_symm upstream_info vec_symm ZERO

Dependencies:clarabel cli lattice Matrix Rcpp RcppEigen

Differentiating Through a Cone Program with diffcp

Rendered fromdiffcp.Rmdusingknitr::rmarkdownon Jun 04 2026.

Last update: 2026-05-26
Started: 2026-05-03

Citation

Development and contributors

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