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Solve a cone program

Forward solve and the differentiable solve. Both accept (A, b, c) in SCS standard form and a cone_dict of cone sizes.

solve_only()
Solve a cone program (forward only)
solve_and_derivative()
Solve a cone program and return forward / adjoint derivative operators

Cone projection

Projection onto a Cartesian product of cones, plus the SCS-convention vec / unvec helpers for symmetric matrices.

pi()
Projection onto a Cartesian product of cones
vec_symm()
Symmetric vectorization (SCS convention)
unvec_symm()
Inverse of vec_symm
parse_cone_dict()
Parse an SCS-style cone dictionary into an ordered list

Cone tag constants

ZERO EQ_DIM POS SOC PSD EXP EXP_DUAL CONES
Cone tag constants

Package

diffcp-package diffcp
diffcp: Differentiating Through Cone Programs
upstream_info()
Upstream Python diffcp pin