Differentiating through Log-Log Convex Programs

27 Apr 2020 Akshay Agrawal Stephen Boyd

We show how to efficiently compute the derivative (when it exists) of the solution map of log-log convex programs (LLCPs). These are nonconvex, nonsmooth optimization problems with positive variables that become convex when the variables, objective functions, and constraint functions are replaced with their logs... (read more)

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  • OPTIMIZATION AND CONTROL