search

matbesancon / MathOptSetDistances.jl

Distances to sets for MathOptInterface
MIT License
24 stars 4 forks source link

added frule for primal exp cone #39

Closed matbesancon closed 3 years ago

matbesancon commented 3 years ago

frule is the simplest case, basically re-using what is there for projection_gradient_on_set.

matbesancon commented 3 years ago

@tjdiamandis if you want to take a look here, this should be close to your original code

matbesancon commented 3 years ago

the rrule will be interesting, because if I'm not mixed up, it will avoid the matrix inversion altogether

codecov[bot] commented 3 years ago

Codecov Report

Merging #39 (c7a2fca) into master (92975e0) will increase coverage by 0.38%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #39      +/-   ##
==========================================
+ Coverage   89.14%   89.53%   +0.38%     
==========================================
  Files           6        6              
  Lines         433      449      +16     
==========================================
+ Hits          386      402      +16     
  Misses         47       47
Impacted Files Coverage Δ
src/chainrules.jl 100.00% <100.00%> (ø)
src/projections.jl 98.77% <100.00%> (-0.01%) :arrow_down:

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update 92975e0...c7a2fca. Read the comment docs.