ECCV2020 tutorial - Differentiable Optimization Layers - Basic Concepts
Tutorial website: http://eccv2020.deepdeclarativenetwor...
CVXPY: https://www.cvxpy.org/
CVXPYLayers: https://github.com/cvxgrp/cvxpylayers
TL;DR: cvxpylayers makes it easy to add a differentiable layer to pytorch or Tensorflow that solves a convex optimization problem.
Abstract
The video introduces our approach to differentiable convex optimization layers. I discuss convex optimization, domain-specific languages for optimization, parametrized convex problems, and how these concepts are all brought together in the cvxpylayers package.
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