ChainRules support
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 839
- Forks
- 100
- Avg merge
- 20h 43m
- Merged PRs (30d)
- 38
Description
The reason for the p in the optimization problem definition is to allow for ChainRules support. Specifically:
https://arxiv.org/abs/1804.05098
https://web.stanford.edu/~boyd/papers/pdf/diff_cvxpy.pdf
https://link.springer.com/article/10.1007/s12532-012-0043-2
https://link.springer.com/article/10.1007/BF02055196
https://arxiv.org/abs/1810.13400
https://link.springer.com/article/10.1007/s12532-012-0043-2 equation (3) might be the clearest.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No files, tests, or entry points are identified in the issue. Start by examining how the optimization problem definition uses p, then read the linked papers, especially equation (3) in the cited Springer article. Done means the intended ChainRules support is implemented and verified for the optimization interface.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100