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However, I want to use a more complicated convex objective to do the optimization. For example, a trained input convex neural network with pytorch code may be a suitable objective function. So how can I do this?
Thanks for the help.
The text was updated successfully, but these errors were encountered:
The cvxpylayer uses the Cvxpy form of objective function as its objective in the problem, such as:
However, I want to use a more complicated convex objective to do the optimization. For example, a trained input convex neural network with pytorch code may be a suitable objective function. So how can I do this?
Thanks for the help.
The text was updated successfully, but these errors were encountered: