Adding structured Lagrangian support to CVXPY
- Mentors
- sdiamond, Philipp Schiele, Riley Murray
- Organization
- NumFOCUS
- Technologies
- python, CVXPY
- Topics
- Mathematical Optimization, Optimality Conditions, Lagrangian
Optimality conditions are a key aspect of mathematical optimization. The Karush-Kuhn-Tucker (KKT) conditions in particular are a really powerful result in convex optimization that provide certificates of optimality for convex constrained programming. This project aims to add support for verifying the KKT conditions for problems solved in CVXPY