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Differentiable Convex Optimization Layers


Akshay Agrawal: CVXPY is now differentiable. Try our PyTorch and TensorFlow layers using our package, cvxpylayers: (& see our NeurIPS paper for details

3 replies, 614 likes

Brandon Amos: Stoked to share a milestone project for all of us! #NeurIPS2019 paper with @akshaykagrawal, @ShaneBarratt, S. Boyd, S. Diamond, @zicokolter: Differentiable Convex Optimization Layers Paper: Blog Post: Repo:

5 replies, 316 likes

Brandon Amos ✈️ #NeurIPS2019: I'm at #NeurIPS2019! Get in touch if you want to talk about... derivatives. And check out our paper and poster on Weds evening: (I'm also open to talking about things that are not derivatives)

1 replies, 92 likes

Jonathan Larkin: This seems like a big deal. One could embed a portfolio optimization as a layer inside a larger PyTorch nn model. Need to think about this...

1 replies, 24 likes

Akshay Agrawal: Slides: Software: NeurIPS 2019 paper: This is joint work with many people! @brandondamos , @ShaneBarratt , Stephen Boyd, Steven Diamond, and @zicokolter (5/5)

0 replies, 9 likes

Krishna Murthy: This is really cool work!

0 replies, 6 likes


Found on Oct 28 2019 at

PDF content of a computer science paper: Differentiable Convex Optimization Layers