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Add `ForwardDualObjectiveSensitivity`

Open andrewrosemberg opened this issue 4 months ago • 0 comments

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:

  • [ ] ForwardDualObjectiveSensitivity for NonLinearProgram;
  • [ ] ReverseDualObjectiveSensitivity for NonLinearProgram;
  • [ ] ForwardDualObjectiveSensitivity for ConicProgram;
  • [ ] ReverseDualObjectiveSensitivity for ConicProgram;
  • [ ] ForwardDualObjectiveSensitivity for QuadraticProgram;
  • [ ] ReverseDualObjectiveSensitivity for QuadraticProgram;

andrewrosemberg avatar Sep 12 '25 15:09 andrewrosemberg