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cvxgrp/diffcp
MOSEK Solver

Hello, I’m working with a neural network architecture that includes an embedded convex optimization layer. The specific convex problem I’m addressing involves Exponential Cone Programming, and from what ...
  • ManuelP96
  • Opened 
    on Jan 22
  • #72

cvxgrp/diffcp
derivative and adjoint's kwargs not passed to lsqr and lsmr

derivative and adjoint_derivative in solve_and_derivative_internal do not actually pass their kwargs (particularly tolerances) to lsqr or lsmr solvers. lsmr appears to use different, hardcoded, tolerances ...
  • GGooeytoe
  • Opened 
    on Jan 13
  • #71

cvxgrp/diffcp
Match infeasible problem handling to CVXPY

Hey, Noticing that the current behaviour for an infeasible problem in the batch is just to throw a SolverError. I think matching the CVXPY interface of just reporting infeasibility would be advantageous ...
  • TimWalter
  • 3
  • Opened 
    on Jan 7
  • #70

cvxgrp/diffcp
add power cone

this cone is supported by both scs and clarabel the projection is defined here: https://github.com/cvxgrp/scs/blob/master/src/cones.c#L629 derivative, someone would have to sit down and derive, i guess. ...
  • sbarratt
  • Opened 
    on Aug 30, 2023
  • #62

cvxgrp/diffcp
Add support for Clarabel solver

It would be great to add support for Clarabel solver. Since it is already supported in cvxpy, and it takes very similar inputs as SCS, I believe it should not be difficult. What do you think? @bamos @goulart-paul ...
  • bstellato
  • 3
  • Opened 
    on Aug 28, 2023
  • #60

cvxgrp/diffcp
Apparently wrong derivatives in simple softmax-as-optimization formulation

I was trying to use cvxpylayers to get derivatives of the problem below (essentially softmax-as-constrained optimization) and ran into a bug. $$ \begin{aligned} \max_x \text{ } v x_1 + b x_2 - \alpha ...
  • currymj
  • 7
  • Opened 
    on Apr 27, 2023
  • #58

cvxgrp/diffcp
Inaccurate gradient estimation for log penalization

Hi, I have reported an equivalent issue on cvxpylayers https://github.com/cvxgrp/cvxpylayers/issues/135 but since cvxpylayers uses diffcp, I wanted to report this issue here as well. I have built an ...
  • AxelBreuer
  • 1
  • Opened 
    on Nov 20, 2022
  • #57

cvxgrp/diffcp
SCS 3.0 compatibility

SCS 3.0 changed the status strings casing: https://github.com/cvxpy/cvxpy/pull/1499#issuecomment-950406804
  • akshayka
  • 4
  • Opened 
    on Oct 28, 2021
  • #47

cvxgrp/diffcp
Build manylinux wheels

This should be easier after we migrate to Github actions (#43). See https://github.com/cvxpy/cvxpy/pull/1378 for an example.
  • akshayka
  • Opened 
    on May 26, 2021
  • #44

cvxgrp/diffcp
Migrate CI to Github Actions

Appveyor + Travis is difficult to maintain. We should migrate to Github Actions.
  • akshayka
  • Opened 
    on May 26, 2021
  • #43
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