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[Ready to merge] hessian for quad form#8

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dance858 merged 3 commits intomainfrom
quad_form_hess
Jan 6, 2026
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[Ready to merge] hessian for quad form#8
dance858 merged 3 commits intomainfrom
quad_form_hess

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@dance858 dance858 commented Jan 6, 2026

First I supported quad_form(Ax, Q), but after reconsideration I think we should treat this as quad_form(x, A^T Q a) in the canonicalization.

So this code now assumes that the first argument to quad_form is a variable by itself, not a linear operator.

@dance858 dance858 changed the title [WIP] hessian for quad form [Ready to merge] hessian for quad form Jan 6, 2026
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LGTM! I just did a quick sanity check. I think it is a good design choice to have the constant become A^TQA.. but we will need to keep that in mind once we start adding the linear operators.

@dance858 dance858 merged commit aaebdce into main Jan 6, 2026
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@dance858 dance858 deleted the quad_form_hess branch January 8, 2026 08:11
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2 participants