GSoC’20 - Differentiating conic programs
Solving and differentiating convex conic programs w.r.t. problem data, improving solver interface, and benchmarking with diffcp
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 how we enabled DiffOpt.jl to differentiate a conic program with an SOCP constraint and improved the interface by adding more tests.
The project - progress
Milestones completed:
- Testing solver for quadratic programs contquadratic.jl - PR#19
- Find projections (and derivatives) on dual cones. Differentiate a simple conic program with an SOCP constraint Issue#24 - PR#26
- Add several MOI tests to improve solver interface - PR#28
What’s next?
For the next two weeks, we’ll focus on
- Differentating conic programs with SDP constraints
- Benchmark differentiation of conic programs with diffcp
Staying in touch
If you’re interested in knowing more about the project, join the #opt-diff-gsoc
channel on julia slack.