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[WIP] Add DiffOpt dependency for smoother integration #142

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@andrewrosemberg andrewrosemberg commented Dec 3, 2023

Pull Request Description

Summary

This pull request proposes the inclusion of DiffOpt as an additional dependency to ParametricOptInterface (POI). The integration is designed to enhance the overall functionality of DiffOpt by enabling the use of MOI.Parameter (extended in POI) as the parameter for differentiation in DiffOpt. This integration will contribute to a smoother and more seamless user experience when dealing with differentiating convex optimization programs.

Changes Made

  • Added DiffOpt as an extra dependency to the project.
  • Run Tests using DiffOpt.Optimizer. (Ongoing)
  • Modified relevant sections to accommodate the integration with DiffOpt.
  • Updated documentation and examples to showcase the new functionality.

Motivation

The motivation behind this integration is to empower users with the ability to leverage the differentiation capabilities of DiffOpt in conjunction with the powerful parameter handling provided by MOI.Parameter in ParametricOptInterface (POI). This combination opens up new possibilities for users to efficiently differentiate convex optimization programs with respect to the program parameters, enhancing the flexibility and applicability of the library.

Additional Notes

  • This integration is an exploration (we might go a different route for the POI - DiffOpt integration).
  • The performance impact of including DiffOpt as a dependency is being considered, and efforts will be made to minimize any potential negative effects.
  • Feedback and suggestions for improvement are welcome.

Checklist

  • All tests pass.
  • Documentation is updated.
  • Code follows the project's coding standards.
  • Branch is up-to-date with the base branch.

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