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lassepe committed Apr 17, 2024
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# ParametricMCPs

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This package provides a generic, differentiable mathematical programming layer by compiling mixed complementarity problems (MCPs) parameterized by a "runtime"-parameter vector. The resulting `ParametricMCP` can be solved for different parameter instantiations using `solve(problem, parameters)` and the `solve` routine is made differentiable via [ChainRulesCore](https://github.com/JuliaDiff/ChainRulesCore.jl) and [ForwardDiff](https://github.com/JuliaDiff/ForwardDiff.jl).
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