Struct DifferentiableQP 

pub struct DifferentiableQP {
    pub q: Vec<Vec<f64>>,
    pub c: Vec<f64>,
    pub g: Vec<Vec<f64>>,
    pub h: Vec<f64>,
    pub a: Vec<Vec<f64>>,
    pub b: Vec<f64>,
}

A differentiable QP layer.

Holds the problem data and supports forward solving and backward (gradient) computation.

Fields

q: Vec<Vec<f64>>

Quadratic cost matrix Q (n×n, symmetric positive semi-definite).

c: Vec<f64>

Linear cost vector c (n).

g: Vec<Vec<f64>>

Inequality constraint matrix G (m×n): Gx ≤ h.

h: Vec<f64>

Inequality constraint rhs h (m).

a: Vec<Vec<f64>>

Equality constraint matrix A (p×n): Ax = b.

b: Vec<f64>

Equality constraint rhs b (p).

Implementations

impl DifferentiableQP

pub fn new( q: Vec<Vec<f64>>, c: Vec<f64>, g: Vec<Vec<f64>>, h: Vec<f64>, a: Vec<Vec<f64>>, b: Vec<f64>, ) -> OptimizeResult<Self>

Create a new differentiable QP.

Arguments

• q – n×n cost matrix (must be symmetric PSD).
• c – n-dimensional linear cost.
• g – m×n inequality constraint matrix.
• h – m-dimensional inequality rhs.
• a – p×n equality constraint matrix.
• b – p-dimensional equality rhs.

pub fn n(&self) -> usize

Number of primal variables.

pub fn m(&self) -> usize

Number of inequality constraints.

pub fn p(&self) -> usize

Number of equality constraints.

pub fn forward(&self, config: &DiffQPConfig) -> OptimizeResult<DiffQPResult>

Solve the QP (forward pass).

Uses a primal-dual interior-point method with Mehrotra predictor- corrector steps.

pub fn backward( &self, result: &DiffQPResult, dl_dx: &[f64], config: &DiffQPConfig, ) -> OptimizeResult<ImplicitGradient>

Backward pass: compute gradients of loss w.r.t. QP parameters.

Given the upstream gradient dl/dx*, returns the implicit gradients dl/d{Q, c, G, h, A, b}.

pub fn batched_forward( params_list: &[DifferentiableQP], config: &DiffQPConfig, ) -> OptimizeResult<Vec<DiffQPResult>>

Solve multiple QPs with the same structure but different parameters.

This is a convenience method; each QP is solved independently.

Trait Implementations

impl Clone for DifferentiableQP

fn clone(&self) -> DifferentiableQP

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DifferentiableQP

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.