DiffOpt.jl

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- [ ] SOCPs (see #107) - [ ] Conic problems that can bridged to QP, and then use QuadraticProgram (see #202) - [ ] Re-add test checks for PSD...

joaquimg

joaquimg

joaquimg

Diff information of dual variables

1

Following a discussion on https://github.com/jump-dev/DiffOpt.jl/pull/91 it might be interesting to add the attributes for dual variables

matbesancon

This will help for some applications

matbesancon

Benchmarking against other differentiable convex optimization softwares

4

Although not now, some day down the road it might be good to benchmark our code (in terms of speed / supported problem types) against other existing solutions. Some possible...

akshay326

Thanks to https://github.com/jump-dev/MathOptInterface.jl/pull/2194

blegat

Another error from https://github.com/jump-dev/ParametricOptInterface.jl/pull/143 the code ```julia function fallback_error() num_A = 2 ##### SecondOrderCone ##### x_hat = rand(num_A) μ = rand(num_A) * 10 Σ_12 = rand(num_A, num_A) Σ = Σ_12...

joaquimg

Remove Ipopt from tests

1

Closes #195 Let's see if the dual bugs in HiGHS are now fixed.

odow

🏴‍☠️🏴‍☠️🏴‍☠️ type piracy 🏴‍☠️🏴‍☠️🏴‍☠️

1

https://github.com/jump-dev/DiffOpt.jl/blob/8dfa684c49ad51a0e6801c4b7f1ea3d167c84812/src/objective_container.jl#L27-L33

odow