Algorithm

qpax is a primal–dual interior-point (PDIP) solver. This section walks through the algorithms behind the solve and its derivatives:

• Forward and Backward — the PDIP problem statement, the forward pass (Solve QP and Relax QP), and the backward pass (Computing gradients). Use the tabs on the page to switch between the explicit (backend="e") and implicit (backend="i") variants.
• Elastic Mode — the elastic-QP relaxation: problem statement and KKT conditions, followed by the forward pass (Solve QP and Relax QP) and backward pass (Computing gradients) for the explicit backend. The implicit backend is pending.