Yuxuan Linghu

A Penalty Approach For Differentiation Through Black-box Quadratic Programming Solvers

Differentiating through the solution of a quadratic program (QP) is a central problem in differentiable optimization. Most existing approaches differentiate through the Karush--Kuhn--Tucker (KKT) system, but their computational cost and numerical robustness can degrade at scale. To address these lim…