dOPT: Differentiating Conic Optimization via Geometric Reduction
Optimization layers enable the incorporation of structured constraints and decision problems into learning systems. Training such systems requires differentiating through the embedded optimization problem, which can be challenging for general conic programs. We introduce dOPT, a solver-agnostic framework that, rather t...
Feng-Yu Yang, Connor W. Magoon, Tyler Watts et al.
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