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Differentiate conic model through bridges #184

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merged 2 commits into from
Jan 5, 2022
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@blegat blegat commented Dec 26, 2021

See #167

Tests are failing because of #170

@blegat blegat mentioned this pull request Dec 26, 2021
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codecov bot commented Dec 27, 2021

Codecov Report

Merging #184 (4647af6) into master (ab872dc) will increase coverage by 2.55%.
The diff coverage is 98.34%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #184      +/-   ##
==========================================
+ Coverage   86.58%   89.13%   +2.55%     
==========================================
  Files           7        8       +1     
  Lines         872      911      +39     
==========================================
+ Hits          755      812      +57     
+ Misses        117       99      -18     
Impacted Files Coverage Δ
src/conic_diff.jl 97.98% <97.87%> (+1.31%) ⬆️
src/bridges.jl 100.00% <100.00%> (ø)
src/diff_opt.jl 96.75% <100.00%> (+5.33%) ⬆️
src/moi_wrapper.jl 81.15% <100.00%> (+0.75%) ⬆️
src/product_of_sets.jl 100.00% <100.00%> (ø)

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@JinraeKim
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See #167

Tests are failing because of #170

I wonder if this bridge automatically transforms convex optimisation problems into corresponding conic problems to perform the differentiation through the optimisation problem. Is it right?
+) is this bridge automatically gonna warn if a given problem is non-convex? Or, isn't it gonna work?

@blegat
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blegat commented Dec 31, 2021

DCP will be a bridge once jump-dev/MathOptInterface.jl#846 is done

@JinraeKim
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DCP will be a bridge once jump-dev/MathOptInterface.jl#846 is done

I'll take a look at it. Thank you!

@blegat blegat merged commit 978bbd8 into master Jan 5, 2022
@blegat blegat deleted the bl/conic_bridges branch April 3, 2023 07:31
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