Differentiable Optimization
Overview
Differentiable optimization studies how to compute gradients through iterative algorithms and constrained decisions so their parameters or inputs can be learned end to end. Common approaches unroll solver iterations, use implicit differentiation or adjoints, or build differentiable layers from projections, quadratic programs, and conic solvers. These methods support tasks such as hyperparameter tuning, decision-focused prediction, robotics control, and physics-based design, where improving the final decision matters as much as improving a prediction. A central challenge is balancing scalable, reliable gradients with exact feasibility and discrete or nonsmooth decisions, especially in large or numerically sensitive problems.
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