derivative: Apply the derivative of the solution map to perturbations
Description
Forward-mode counterpart of backward(): reads delta(param) for
each parameter, applies the cone-program derivative, and writes
the predicted change in each variable's optimum to delta(var).
Mirrors cvxpy.Problem.derivative().
Usage
derivative(problem)
Value
The problem (for piping); side-effect sets
delta(variable) on each variable.
Arguments
problem
A solved Problem.
Details
Must be called after psolve() with requires_grad = TRUE.