DiffOpt.jl
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Add `ForwardDualObjectiveSensitivity`
As pointed out in https://github.com/jump-dev/DiffOpt.jl/pull/303 by @blegat , we can also implement Dual Objective Sensitivity wrt parameters using the gradients of the dual objective and the dual variable sensitivity.
Implement:
- [ ]
ForwardDualObjectiveSensitivityfor NonLinearProgram; - [ ]
ReverseDualObjectiveSensitivityfor NonLinearProgram; - [ ]
ForwardDualObjectiveSensitivityfor ConicProgram; - [ ]
ReverseDualObjectiveSensitivityfor ConicProgram; - [ ]
ForwardDualObjectiveSensitivityfor QuadraticProgram; - [ ]
ReverseDualObjectiveSensitivityfor QuadraticProgram;