derivative: Apply the derivative of the solution map to perturbations

In CVXR: Disciplined Convex Optimization

Apply the derivative of the solution map to perturbations

Description

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.

Details

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

Value

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

See Also

backward(), psolve(), delta()

CVXR documentation built on Aug. 24, 2026, 9:10 a.m.