R port of the Python diffcp package, mirroring Agrawal, Barratt,
Boyd, Busseti, and Moursi (2019). Computes the derivative of the
optimal solution map of a convex cone program with respect to its
data, via the implicit-function theorem on the homogeneous self-dual
embedding.
Details
If you use this package in published work, please cite both the
R package and the original paper; see citation("diffcp") for the
full pair of BibTeX entries.
Author
Maintainer: Balasubramanian Narasimhan naras@stanford.edu
Authors:
Akshay Agrawal
Shane Barratt
Stephen Boyd
Enzo Busseti
Walaa Moursi