google / jaxopt

Hardware accelerated, batchable and differentiable optimizers in JAX.
https://jaxopt.github.io
Apache License 2.0
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Extend convenience API for QP + doc #455

Closed Algue-Rythme closed 1 year ago

Algue-Rythme commented 1 year ago

New convenience API fun for EqualityConstrainedQP.

I also improved the documentation of Quadratic Programming in general, since several features were not properly documented. In particular we have four majors API for quadratic programming:

I documented those API with examples, and I added some unit-tests corresponding to the code given in documentation. I also added an "Implicit Differentiation pitfalls" section in quadratic programming, to illustrate a frequent mistake of users trying to differentiate their QP. This may be used in the future to answer questions or issues.

This should close issue #207