I’m interested in solving semidefinite optimization problems and compute the derivatives of the solutions w.r.t. input parameters. BigFloat may be needed for some of the more demanding problems. Does the differentiable optimization package DiffOpt.jl work with the arbitrary-precision semidefinite solver SDPAFamily.jl?
I’m not sure if anyone has tried, but a search for Float64 in the repo returns a lot of hits, Search · Float64 · GitHub, so perhaps not.
Nevertheless, perhaps try, and open an issue at DiffOpt.jl if you run into problems.
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