CVXPYgen gains compiled C code generation for differentiating through LP/QP solution maps, with order-of-magnitude speedups over CVXPYlayers in the reported examples.
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Code generation for solving and differentiating through convex optimization problems
CVXPYgen gains compiled C code generation for differentiating through LP/QP solution maps, with order-of-magnitude speedups over CVXPYlayers in the reported examples.