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Expression tree API like CVXPY #558
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Hello @carlosgmartin, |
@vroulet I meant something like the example shown in the second link (more examples here). Here's another example: def find_nash_equilibrium(u):
"""Find the Nash equilibrium of a two-player zero-sum normal-form game.
u is the payoff matrix for the row player."""
x = cp.Variable(u.shape[0])
v = cp.Variable()
objective = cp.Maximize(v)
constraints = [
v <= x @ u,
x >= 0,
x.sum() == 1,
]
problem = cp.Problem(objective, constraints)
result = problem.solve()
return {"v": v.value, "x": x.value, "y": constraints[0].dual_value} That is, letting users create variables and build up expressions from them to create objectives and constraints for a desired problem. This makes it easier for users to write linear/quadratic programs than manually fiddling with the A, b, G, h, Q, c arrays. |
So no, we haven't that now and we were not planning on adding it. |
Does jaxopt have an expression tree API like CVXPY does?
If not, would it be possible to create one? This would make it easier to build up problems.
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