Question about future support for differentiable optimization in YALMIP

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Andy

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Apr 3, 2026, 3:00:05 PM (7 days ago) Apr 3
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Hi Johan Löfberg,

Thank you for developing YALMIP. I would like to ask whether you have any plans to support differentiable optimization in the future, similar to cvxpylayers in Python, so that optimization models can be embedded into a backpropagation pipeline in MATLAB.

This would be very useful for combining optimization and learning-based methods. I would be very interested in such a feature.

Thank you.

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