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A pure-R port of the Python 'diffcp' package. Computes the derivative of the optimal solution map of a convex cone program, treating the program as an implicit function of its data (constraint matrix, offset, objective coefficients, and optionally a quadratic), mirroring Agrawal et al. (2019) <doi:10.48550/arXiv.1904.09043>.
| Version: | 0.1.0 |
| Imports: | cli, clarabel, Matrix, methods, Rcpp |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | knitr, pkgdown, rmarkdown, scs, testthat (≥ 3.0.0) |
| Published: | 2026-05-19 |
| DOI: | 10.32614/CRAN.package.diffcp (may not be active yet) |
| Author: | Balasubramanian Narasimhan [aut, cre], Akshay Agrawal [aut], Shane Barratt [aut], Stephen Boyd [aut], Enzo Busseti [aut], Walaa Moursi [aut] |
| Maintainer: | Balasubramanian Narasimhan <naras at stanford.edu> |
| BugReports: | https://github.com/bnaras/diffcp/issues |
| License: | Apache License (≥ 2) |
| URL: | https://github.com/bnaras/diffcp |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Citation: | diffcp citation info |
| Materials: | README, NEWS |
| CRAN checks: | diffcp results |
| Reference manual: | diffcp.html , diffcp.pdf |
| Vignettes: |
Differentiating Through a Cone Program with diffcp (source, R code) |
| Package source: | diffcp_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: diffcp_0.1.0.zip, r-oldrel: diffcp_0.1.0.zip |
| macOS binaries: | r-release (arm64): diffcp_0.1.0.tgz, r-oldrel (arm64): diffcp_0.1.0.tgz, r-release (x86_64): diffcp_0.1.0.tgz, r-oldrel (x86_64): diffcp_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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