SciML / SciML/Optimization.jl

What is the plan along with Optimization.jl, JuMP.jl, Convex.jl, and AD support

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Dominant language
Julia
Stars
839
Forks
100
Avg merge
20h 43m
Merged PRs (30d)
38

Description

Hi, developers!

My question is, is there any plan to support Convex.jl here with AD like cvxpylayers?
For AD of the solution to (convex) optimization problems, I moved to Python and have used cvxpylayers for a while.

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Research direction

No files, tests, or entry points are named in the issue. Start by reading the 14-comment discussion and reviewing the existing Convex.jl, JuMP.jl, and AD support before defining the scope; done would require an agreed plan for differentiating through convex optimization solutions.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia, python
Domain
backend-api-design, machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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