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sbarratt committed Apr 23, 2019
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`diffcp` is a Python package for computing the derivative of a convex cone program, with respect to its problem data. The derivative is implemented as an abstract linear map, with methods for its forward application and its adjoint.

The implementation is based on the calculations in our paper [Differentiating through a Cone Program](http://web.stanford.edu/~boyd/papers/diff_cone_prog.html).
The implementation is based on the calculations in our paper [Differentiating through a cone program](http://web.stanford.edu/~boyd/papers/diff_cone_prog.html).

### Installation
`diffcp` is available on Pip.
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