diffapqp 0.1.0__py3-none-any.whl

diffapqp/__init__.py

@@ -0,0 +1,11 @@
+"""Public DiffAPQP package."""
+
+from lao import Layer, SolMapLayer, ValueFuncLayer, __version__, has_cvxpy_fork
+
+__all__ = [
+    "Layer",
+    "SolMapLayer",
+    "ValueFuncLayer",
+    "__version__",
+    "has_cvxpy_fork",
+]

diffapqp-0.1.0.dist-info/METADATA

@@ -0,0 +1,457 @@
+Metadata-Version: 2.4
+Name: diffapqp
+Version: 0.1.0
+Summary: Learning-augmented optimization: differentiable APQP/APLP layers on CVXPY and PyTorch.
+Author: DiffAPQP contributors
+License:                                  Apache License
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+           Copyright 2026 DiffAPQP contributors
+        
+           Licensed under the Apache License, Version 2.0 (the "License");
+           you may not use this file except in compliance with the License.
+           You may obtain a copy of the License at
+        
+               http://www.apache.org/licenses/LICENSE-2.0
+        
+           Unless required by applicable law or agreed to in writing, software
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+        
+Project-URL: Homepage, https://github.com/xuwkk/diffapqp
+Project-URL: Repository, https://github.com/xuwkk/diffapqp
+Project-URL: Documentation, https://xuwkk.github.io/diffapqp/
+Project-URL: CVXPY fork, https://github.com/xuwkk/cvxpy
+Keywords: optimization,convex,differentiable,pytorch,cvxpy,qp
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.24
+Requires-Dist: scipy>=1.10
+Requires-Dist: cvxpy>=1.4
+Requires-Dist: torch>=2.0
+Requires-Dist: threadpoolctl>=3.0
+Requires-Dist: loky>=3.4; sys_platform == "win32" or sys_platform == "darwin"
+Provides-Extra: proxqp
+Requires-Dist: proxsuite<0.7; extra == "proxqp"
+Provides-Extra: gurobi
+Requires-Dist: gurobipy; extra == "gurobi"
+Provides-Extra: benchmark
+Requires-Dist: cvxpylayers==1.0.0; extra == "benchmark"
+Provides-Extra: dev
+Requires-Dist: pytest>=7.4; extra == "dev"
+Requires-Dist: loky>=3.4; extra == "dev"
+Provides-Extra: docs
+Requires-Dist: mkdocs>=1.5; extra == "docs"
+Requires-Dist: mkdocs-material>=9.0; extra == "docs"
+Requires-Dist: pymdown-extensions>=10.0; extra == "docs"
+Dynamic: license-file
+
+# DiffAPQP
+
+DiffAPQP connects continuous affine-parametric quadratic and linear programs
+written in [CVXPY](https://www.cvxpy.org/) to
+[PyTorch](https://pytorch.org/). It provides differentiable layers for two
+common learning targets:
+
+- `SolMapLayer` differentiates losses that depend on the optimal decision
+  $\hat z^\star$.
+- `ValueFuncLayer` differentiates losses that depend on the optimal objective
+  value $\alpha(\hat y)$.
+
+Write the optimization model naturally in CVXPY and pass the original
+`cvxpy.Problem` to either layer. DiffAPQP validates and canonicalizes compatible
+problems internally, so **no manual standard-form construction is required**.
+
+The package is developed by Dr. Wangkun Xu from Imperial College London,
+partially funded by EPSRC under Grant EP/Y025946/1.
+
+- More details can be found in the [documentation](https://xuwkk.github.io/diffapqp/).
+- Please also refer to our preprint paper: Structured Differentiable Optimization for Efficient Decision-focused Learning in Power Systems and 
+- power system application repository: diffapqp-power-system.
+
+## Highlights
+
+- **Native CVXPY modeling:** parameter and variable names become the keys of
+  the layer's input and output dictionaries.
+- **Batched execution:** independent parameter instances can be solved
+  concurrently.
+- **Flexible forward solvers:** CVXPY-compatible QP and conic backends can be
+  used independently of the backward method.
+- **Repeated-solve acceleration:** solver warm starts and in-place data updates
+  are available where the backend and CVXPY interface support them.
+- **Specialized differentiation:** solution-map losses use full- or reduced-KKT
+  adjoints, while value-function losses use a direct value derivative without
+  solving an adjoint system.
+
+## Installation
+
+Install the core package from PyPI:
+
+```bash
+python -m pip install diffapqp
+```
+
+This installs CVXPY and its standard dependencies, which normally provide
+Clarabel, OSQP, and SCS. Optional solver packages can be installed with:
+
+```bash
+python -m pip install "diffapqp[gurobi]"  # Gurobi; a licence is required
+python -m pip install "diffapqp[proxqp]"  # PROXQP
+```
+
+DiffAPQP's explicit sample-indexed warm starts and in-place solver-data updates
+for OSQP, SCS, QPALM, and PROXQP require the pinned custom CVXPY fork:
+
+```bash
+python -m pip install \
+  "cvxpy @ git+https://github.com/xuwkk/cvxpy.git@v1.9.0-lapso.7"
+python -m pip install diffapqp
+```
+
+The custom fork requires Python 3.11 or later. The core DiffAPQP package
+supports Python 3.9 or later. Install PyTorch separately first when a particular
+CUDA build is required.
+
+See the [installation guide](https://xuwkk.github.io/diffapqp/installation/)
+for editable installs, compatibility imports, and additional solver backends.
+
+## Quick Start
+
+The following example defines a parameterized QP, solves two instances as a
+batch, and differentiates a loss through the optimal decisions:
+
+```python
+import cvxpy as cp
+import torch
+
+from diffapqp import SolMapLayer
+
+z = cp.Variable(2, name="z")
+q = cp.Parameter(2, name="q")
+
+problem = cp.Problem(
+    cp.Minimize(0.5 * cp.sum_squares(z) + q @ z),
+    [z >= 0, z <= 10],
+)
+
+layer = SolMapLayer(problem, max_n_cores=1)
+
+q_batch = torch.tensor(
+    [[-1.0, -2.0], [0.5, -1.5]],
+    dtype=torch.double,
+    requires_grad=True,
+)
+
+primal_dict, *_ = layer(
+    {"q": q_batch},
+    solver="OSQP",
+    reduced_kkt=True,
+)
+
+loss = primal_dict["z"].square().mean()
+loss.backward()
+
+print(primal_dict["z"])
+print(q_batch.grad)
+```
+
+The leading tensor dimension is the batch dimension. Input keys must match the
+names of CVXPY parameters, and `primal_dict` restores the names and shapes of
+the original CVXPY variables.
+
+## Choose a Layer
+
+| Training loss depends on | Layer | Differentiable output | Backward method |
+| --- | --- | --- | --- |
+| Optimal decisions $\hat z^\star$ | [`SolMapLayer`](https://xuwkk.github.io/diffapqp/implementation/solution-map-layer/) | Named variables in `primal_dict` | Full- or reduced-KKT adjoint |
+| Optimal value $\alpha(\hat y)$ | [`ValueFuncLayer`](https://xuwkk.github.io/diffapqp/implementation/value-function-layer/) | `value_batch` | Direct value-function derivative |
+
+## Supported Problem Class
+
+DiffAPQP targets continuous affine-parametric QPs and LPs whose canonical form
+is
+
+$$
+\begin{aligned}
+\underset{\tilde z}{\operatorname{minimize}}\quad
+& \frac{1}{2}\tilde z^\top P\tilde z
+  + q(\hat y)^\top\tilde z + c(\hat y) \\
+\text{subject to}\quad
+& A\tilde z = b(\hat y), \\
+& G\tilde z \le h(\hat y).
+\end{aligned}
+$$
+
+The matrices $P$, $A$, and $G$ are constant, while $q$, $c$, $b$, and $h$ may
+depend affinely on the parameter vector $\hat y$. Linear programs are the
+special case $P=0$.
+
+The original CVXPY problem must:
+
+- be continuous, DCP compliant, and reducible through CVXPY's QP
+  canonicalization;
+- satisfy CVXPY's DPP rules when parameterized;
+- assign explicit names to all parameters and decision variables.
+
+Parameterized quadratic or constraint matrices, nonlinear constraints, and
+integer or Boolean decisions are outside the current layer contract. The
+[problem setup](https://xuwkk.github.io/diffapqp/theory/problem-setup/)
+explains the accepted model and internal canonicalization in detail.
+
+## Warm Start and Update
+
+With the custom CVXPY fork, repeated solves can associate warm-start iterates
+with stable sample identifiers and reuse a solver workspace for each batch
+slot:
+
+```python
+primal_dict, *_ = layer(
+    param_dict,
+    idx_list=sample_ids,
+    solver="OSQP",
+    warm_start=True,
+    update=True,
+)
+```
+
+The first call initializes the relevant state; later calls reuse it. Warm start
+and update are distinct mechanisms, and their exact behavior is solver
+dependent. See
+[Efficient Forward Pass](https://xuwkk.github.io/diffapqp/theory/forward-pass/)
+for the lifecycle and [Solvers](https://xuwkk.github.io/diffapqp/solvers/) for
+backend coverage and default arguments.
+
+## Documentation
+
+- [Documentation home](https://xuwkk.github.io/diffapqp/)
+- [Installation](https://xuwkk.github.io/diffapqp/installation/)
+- [Solvers and default arguments](https://xuwkk.github.io/diffapqp/solvers/)
+- [API overview](https://xuwkk.github.io/diffapqp/api_overview/)
+- [Theory overview](https://xuwkk.github.io/diffapqp/theory/)
+- [Solution-map layer](https://xuwkk.github.io/diffapqp/implementation/solution-map-layer/)
+- [Value-function layer](https://xuwkk.github.io/diffapqp/implementation/value-function-layer/)
+
+## Tutorials, Tests, and Benchmarks
+
+- [Tutorials](https://github.com/xuwkk/diffapqp/blob/main/tutorial/README.md)
+  provide runnable examples of both differentiable layers.
+- [Tests](https://github.com/xuwkk/diffapqp/blob/main/tests/README.md) cover
+  canonicalization, forward solves, gradients, and package compatibility.
+- [Benchmarks](https://github.com/xuwkk/diffapqp/blob/main/benchmark/README.md)
+  compare runtime, gradient agreement, CPU usage, and memory usage.
+
+## Development
+
+```bash
+git clone https://github.com/xuwkk/diffapqp.git
+cd diffapqp
+python -m pip install -e ".[dev,docs]"
+python -m pytest
+python -m mkdocs build --strict
+```
+
+Install the custom CVXPY fork before the editable package when developing or
+testing sample-indexed warm-start/update behavior.
+
+## License
+
+DiffAPQP is released under the
+[Apache License 2.0](https://github.com/xuwkk/diffapqp/blob/main/LICENSE).

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