ImplicitDifferentiation.jl is a package for automatic differentiation of implicit functions.

Getting started

To install the stable version, open a Julia REPL and run:

julia> using Pkg; Pkg.add("ImplicitDifferentiation")

For the latest version, run this instead:

julia> using Pkg; Pkg.add(url="")
  • DiffOpt.jl: differentiation of convex optimization problems
  • InferOpt.jl: differentiation of combinatorial optimization problems
  • NonconvexUtils.jl: contains the original implementation from which this package drew inspiration