CVXR (version 1.9.1)

reduction-chain-rule: Reduction chain-rule hooks (dict-in / dict-out)

Description

Walk the solving chain during Problem$backward() / Problem$derivative(). Each hook takes and returns a named list keyed by as.character(leaf@id) whose values are shaped arrays (the leaf's dim). The base Reduction methods are identity pass-throughs.

Usage

var_backward(x, del_vars)
var_forward(x, dvars)
param_backward(x, dparams)
param_forward(x, param_deltas)

Value

For var_backward: the same map in the inner (reduced) representation.

For var_forward: the same map in the outer (original) representation.

For param_backward: the same map in the outer (original) representation.

For param_forward: the same map in the inner (transformed) representation.

Arguments

x

A Reduction.

del_vars

Named list var-id -> gradient array (outer representation).

dvars

Named list var-id -> delta array (inner representation).

dparams

Named list param-id -> gradient array (inner representation).

param_deltas

Named list param-id -> delta array (outer representation).