Anselm Paulus

Merge LPGD into diffcp

3

Pull request for enabling [LPGD](https://arxiv.org/abs/2407.05920) differentiation of the conic program in diffcp. ### LPGD info LPGD computes informative replacements for the true derivatives in degenerate cases as efficient finite differences....

Passing a state between vector_field calls

10

Hi, first of all, thanks for this great library! I have a use-case in which I want to solve some ODE, but at every call to the `vector_field` it requires...