diffcp: Differentiating Through Cone Programs
A pure-R port of the Python 'diffcp' package. Computes the
derivative of the optimal solution map of a convex cone program,
treating the program as an implicit function of its data
(constraint matrix, offset, objective coefficients, and optionally
a quadratic), mirroring Agrawal et al. (2019)
<doi:10.48550/arXiv.1904.09043>.
| Version: |
0.1.0 |
| Imports: |
cli, clarabel, Matrix, methods, Rcpp |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
knitr, pkgdown, rmarkdown, scs, testthat (≥ 3.0.0) |
| Published: |
2026-05-19 |
| DOI: |
10.32614/CRAN.package.diffcp (may not be active yet) |
| Author: |
Balasubramanian Narasimhan [aut, cre],
Akshay Agrawal [aut],
Shane Barratt [aut],
Stephen Boyd [aut],
Enzo Busseti [aut],
Walaa Moursi [aut] |
| Maintainer: |
Balasubramanian Narasimhan <naras at stanford.edu> |
| BugReports: |
https://github.com/bnaras/diffcp/issues |
| License: |
Apache License (≥ 2) |
| URL: |
https://github.com/bnaras/diffcp |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++17 |
| Citation: |
diffcp citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
diffcp results |
Documentation:
Downloads:
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