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On the differentiability of the primal-dual interior-point method

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A Differentiable Interior-Point Method in Single Precision

math.OC · 2026-05-18 · conditional · novelty 6.0

An alternative complementarity formulation for primal-dual interior-point methods keeps linear systems spectrally bounded near the solution, enabling stable single-precision solves and differentiation for bilevel and end-to-end learning.

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