On the Differentiability of the Solution to Convex Optimization Problems
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Abstract (arXiv)
In this paper, we provide conditions under which one can take derivatives of the solution to convex optimization problems with respect to problem data. These conditions are (roughly) that Slater's condition holds, the functions involved are twice differentiable, and that a certain Jacobian matrix is non-singular. The derivation involves applying the implicit function theorem to the necessary and sufficient KKT system for optimality.
Key facts. Cited by 23 papers in the map (data through 14 Oct 2026). First posted on arXiv 13 Apr 2018.
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Citing papers per year: 2021: 3; 2022: 8; 2023: 3; 2024: 4; 2025: 2; 2026: 3.
23 papers.
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- 2022Tutorial on amortized optimizationcited by 83
- 2021Learnable Graph Matching: Incorporating Graph Partitioning with Deep Feature Learning for Multiple Object Trackingcited by 47
- 2022Learning differentiable solvers for systems with hard constraintscited by 34
- 2022Alternating Differentiation for Optimization Layerscited by 22
- 2022Partially Does It: Towards Scene-Level FG-SBIR with Partial Inputcited by 20
- 2024Mechanistic Neural Networks for Scientific Machine Learningcited by 16
- 2021The Perils of Learning Before Optimizingcited by 15
- 2022Learning of Global Objective for Network Flow in Multi-Object Trackingcited by 11
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Controlcited by 11
- 2022Hierarchical Compositional Representations for Few-shot Action Recognitioncited by 10
- 2022Differentiable Mathematical Programming for Object-Centric Representation Learningcited by 6
- 2023The Pursuit of Human Labeling: A New Perspective on Unsupervised Learningcited by 6
11 more
- 2021End-to-End Demand Response Model Identification and Baseline Estimation with Deep Learningcited by 3
- 2025The Bias-Variance Tradeoff in Data-Driven Optimization: A Local Misspecification Perspectivecited by 3
- 2023Learnable Graph Matching: A Practical Paradigm for Data Associationcited by 2
- 2023Efficient Sensitivity Analysis for Parametric Robust Markov Chainscited by 2
- 2024Differentiable Convex Optimization Layers in Neural Architectures: Foundations and Perspectivescited by 2
- 2022Second-Order Sensitivity Analysis for Bilevel Optimizationcited by 1
- 2024Learning and Optimization for Price-based Demand Response of Electric Vehicle Chargingcited by 1
- 2026Learning to Optimize by Differentiable Programmingcited by 1
- 2024AMOSL: Adaptive Modality-wise Structure Learning in Multi-view Graph Neural Networks For Enhanced Unified Representationcited by 0
- 2026Efficient and provably convergent end-to-end training of deep neural networks with linear constraintscited by 0
- 2026dOPT: Differentiating Conic Optimization via Geometric Reductioncited by 0
- 2026dOPT: Differentiating Conic Optimization via Geometric Reduction27 Sep 2026
- 2026Efficient and provably convergent end-to-end training of deep neural networks with linear constraints12 May 2026
- 2026Learning to Optimize by Differentiable Programming23 Jan 2026
- 2025The Bias-Variance Tradeoff in Data-Driven Optimization: A Local Misspecification Perspective21 Oct 2025
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Control9 Oct 2025
- 2024Differentiable Convex Optimization Layers in Neural Architectures: Foundations and Perspectives30 Dec 2024
- 2024AMOSL: Adaptive Modality-wise Structure Learning in Multi-view Graph Neural Networks For Enhanced Unified Representation4 Jun 2024
- 2024Learning and Optimization for Price-based Demand Response of Electric Vehicle Charging16 Apr 2024
- 2024Mechanistic Neural Networks for Scientific Machine Learning20 Feb 2024
- 2023The Pursuit of Human Labeling: A New Perspective on Unsupervised Learning6 Nov 2023
- 2023Efficient Sensitivity Analysis for Parametric Robust Markov Chains1 May 2023
- 2023Learnable Graph Matching: A Practical Paradigm for Data Association27 Mar 2023
11 more
- 2022Differentiable Mathematical Programming for Object-Centric Representation Learning5 Oct 2022
- 2022Alternating Differentiation for Optimization Layers3 Oct 2022
- 2022Hierarchical Compositional Representations for Few-shot Action Recognition19 Aug 2022
- 2022Learning differentiable solvers for systems with hard constraints18 Jul 2022
- 2022Second-Order Sensitivity Analysis for Bilevel Optimization4 May 2022
- 2022Learning of Global Objective for Network Flow in Multi-Object Tracking30 Mar 2022
- 2022Partially Does It: Towards Scene-Level FG-SBIR with Partial Input28 Mar 2022
- 2022Tutorial on amortized optimization1 Feb 2022
- 2021End-to-End Demand Response Model Identification and Baseline Estimation with Deep Learning2 Sep 2021
- 2021The Perils of Learning Before Optimizing18 Jun 2021
- 2021Learnable Graph Matching: Incorporating Graph Partitioning with Deep Feature Learning for Multiple Object Tracking30 Mar 2021
- 2022Tutorial on amortized optimizationcited by 83
- 2021Learnable Graph Matching: Incorporating Graph Partitioning with Deep Feature Learning for Multiple Object Trackingcited by 47
- 2022Learning differentiable solvers for systems with hard constraintscited by 34
- 2022Alternating Differentiation for Optimization Layerscited by 22
- 2022Partially Does It: Towards Scene-Level FG-SBIR with Partial Inputcited by 20
- 2024Mechanistic Neural Networks for Scientific Machine Learningcited by 16
- 2021The Perils of Learning Before Optimizingcited by 15
- 2022Learning of Global Objective for Network Flow in Multi-Object Trackingcited by 11
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Controlcited by 11
- 2022Hierarchical Compositional Representations for Few-shot Action Recognitioncited by 10
- 2022Differentiable Mathematical Programming for Object-Centric Representation Learningcited by 6
- 2023The Pursuit of Human Labeling: A New Perspective on Unsupervised Learningcited by 6
12 most cited of 23 All 23 (JSON)
- 2026dOPT: Differentiating Conic Optimization via Geometric Reduction27 Sep 2026
- 2026Efficient and provably convergent end-to-end training of deep neural networks with linear constraints12 May 2026
- 2026Learning to Optimize by Differentiable Programming23 Jan 2026
- 2025The Bias-Variance Tradeoff in Data-Driven Optimization: A Local Misspecification Perspective21 Oct 2025
- 2025Conformal Risk Training: End-to-End Optimization of Conformal Risk Control9 Oct 2025
- 2024Differentiable Convex Optimization Layers in Neural Architectures: Foundations and Perspectives30 Dec 2024
- 2024AMOSL: Adaptive Modality-wise Structure Learning in Multi-view Graph Neural Networks For Enhanced Unified Representation4 Jun 2024
- 2024Learning and Optimization for Price-based Demand Response of Electric Vehicle Charging16 Apr 2024
- 2024Mechanistic Neural Networks for Scientific Machine Learning20 Feb 2024
- 2023The Pursuit of Human Labeling: A New Perspective on Unsupervised Learning6 Nov 2023
- 2023Efficient Sensitivity Analysis for Parametric Robust Markov Chains1 May 2023
- 2023Learnable Graph Matching: A Practical Paradigm for Data Association27 Mar 2023
12 newest of 23 All 23 (JSON)