cvxpylayers
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cvxgrp
Differentiable convex optimization layers
Hi! Thank you for this great package! I have a simple question for which I couldn't find the answer in other issues or on the web. If I have a...
I have a simple problem trying to optimize `exp_ret_tch`. The optimal value of `exp_ret_tch` should be something like `[0.1 -0.1, 0.2]`, the second element should decrease and the third element...
Hi! While executing the following code given for the poisoning attack : ``` from cvxpylayers.tensorflow.cvxpylayer import CvxpyLayer from sklearn.datasets import make_blobs from sklearn.model_selection import train_test_split tf.random.set_seed(0) np.random.seed(0) n = 2...
With `diffcp`, we can use `adjoint_derivative` to differentiate through the primal and dual solutions w.r.t. the coefficients. It would be convenient to expose the dual here too and the only...
When I try the following example and check for dpp True: ``` # Generate data for optimal advertising problem. import numpy as np np.random.seed(1) m = 5 n = 24...
I'd like to change the value of "Parameter" `x` for efficient multiple solves, which is not in the scope of cvxpylayer. Instead, `A` is the Parameter for cvxpylayer. MWE (minimum...
I implemented a Gumbel-Sinkhorn layer as a CVXPY layer, and compared it with a baseline implementation using the Sinkhorn algorithm. While the forward passes of both layers seem similar, the...
Hi, I think there is an issue in this line of code : https://github.com/cvxgrp/cvxpylayers/blob/1238d2281ab3ec6751a0ac7d4c65a96b72651b33/cvxpylayers/tensorflow/cvxpylayer.py#L188 Where the printed Exception prints 2 times the same variable p_signature.shape instead of once + p_shape...
Successfully built cvxpylayers cvxpy diffcp Failed to build scs ERROR: Could not build wheels for scs which use PEP 517 and cannot be installed directly
