locuslab / qpth

A fast and differentiable QP solver for PyTorch.

Home Page:https://locuslab.github.io/qpth/

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Query for Equation (7) and (8) in main paper

vanoracai opened this issue · comments

Hello,
I'm reading this paper recently while get some problems in understanding the equations in your main paper.

May I ask how can I get Equation (7) to (6) and how to get Equation(8)? I can only understand the inverse multiplication of the left-hand-side matrix while confused about the right part of [(al/az*)^T,0,0]^T . Could you pls explain more on the derivation?

Thank you!

Sorry, the derivation is somewhat messy there with the matrix differentials. Shane Barratt (@sbarratt) has a nice writeup of a similar derivation here: https://arxiv.org/abs/1804.05098