CVXPY DNLP Differentiation Engine

January 30, 2026 ยท View on GitHub

This repository contains a C implementation of the differentiation engine used by CVXPY for its extension to Disciplined Nonlinear Programming (DNLP).

The library provides low-level routines for computing sparse Jacobians and Hessians required by nonlinear programming solvers. The library is intended as a backend component and is not meant to be used directly by end users.