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XiongPengNUS / rsome

Robust Stochastic Optimization Made Easy
GNU General Public License v3.0
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automatic differentiation #52

Closed BabakTaheri1 closed 9 months ago

BabakTaheri1 commented 11 months ago

Hi, I'm using rsome and wanted to integrate automatic differentiation, like with Autograd. Is rsome currently compatible with such frameworks? If not, any suggestions for a workaround?

Thanks,

XiongPengNUS commented 9 months ago

RSOME models constrained convex optimization problem, and the formulated problems are solved by external solvers. Since the autograd for commonly used solvers are not supported, RSOME also does not support.