Apply the derivative of the solution map to perturbations

Forward-mode counterpart of backward(): reads delta(param) for each parameter, applies the cone-program derivative, and writes the predicted change in each variable's optimum to delta(var). Mirrors cvxpy.Problem.derivative().

Usage

derivative(problem)

Arguments

problem

A solved Problem.

Value

The problem (for piping); side-effect sets delta(variable) on each variable.

Details

Must be called after psolve() with requires_grad = TRUE.

See also

backward(), psolve(), delta()