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To express constrained optimization problems as implicit functions, you might need differentiable projections or proximal operators to write the optimality conditions.
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See [_Efficient and modular implicit differentiation_](https://arxiv.org/abs/2105.15183) for precise formulations.
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An alternative is differentiating through the KKT conditions, which is exactly what [DiffOpt.jl](https://github.com/jump-dev/DiffOpt.jl) does for JuMP models.
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## Which autodiff backends are supported?
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- Forward mode: ForwardDiff.jl
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- Reverse mode: all the packages compatible with [ChainRules.jl](https://github.com/JuliaDiff/ChainRules.jl)
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In the future, we would like to add [Enzyme.jl](https://github.com/EnzymeAD/Enzyme.jl) support.
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