GSoC'20 - Differentiating conic programs
Hi all! This blog is one of a series marking my progress in Differentiable Optimization Problems.
You may enjoy reading my first blog. In this post, I will briefly describe how we enabled DiffOpt.jl to differentiate a conic program with an SOCP constraint and improved the interface by adding more tests.
The project - progress
1. Testing solver for quadratic programs contquadratic.jl - PR#19
2. Find projections (and derivatives) on dual cones. Differentiate a simple conic program with an SOCP constraint Issue#24 - PR#26
3. Add several MOI tests to improve solver interface - PR#28
Staying in touch
If you're interested in knowing more about the project, join the
#opt-diff-gsoc channel on julia slack.