GSoC’20 - Differentiating LPs and QPs
Creating an optimizer layer, implementing MOI tests, and benchmarking with QPTH, CVXPY
Hi all! This blog is one of a series marking my progress in Differentiable Optimization Problems.
You may enjoy reading my first blog. In this post, I will briefly describe the MOI layer we’ve created over DiffOpt.jl and how we’be made it more robust by adding more tests - both testing interface usage and benchmarking against existing QPTH and CVXPYLayers projects.
The project - progress
Milestones completed:
- Making DiffOpt robust - Implementing contlinear.jl MOI tests for linear programs - PR#19
- Turning DiffOpt to a MOI optimization layer Issue#12 - PR#18
What’s next?
For the next two weeks, we’ll focus on
- Implementing tests from contquadratic.jl
- Supporting conic programs in DiffOpt
Staying in touch
If you’re interested in knowing more about the project, join the #opt-diff-gsoc channel on julia slack.