GSoC'20 - Differentiating LPs and QPs

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 the MOI layer we've created over DiffOpt.jl and how we'be made it more robust by adding more tests - both testing interface usage and benchmarking against existing QPTH and CVXPYLayers projects.

The project - progress

Milestones completed:
1. Making DiffOpt robust - Implementing contlinear.jl MOI tests for linear programs - PR#19
2. Turning DiffOpt to a MOI optimization layer Issue#12 - PR#18

What's next?

For the next two weeks, we'll focus on
1. Implementing tests from contquadratic.jl
2. Supporting conic programs in DiffOpt

Staying in touch

If you're interested in knowing more about the project, join the #opt-diff-gsoc channel on julia slack.