@article{diffcp2019,
    author       = {Agrawal, Akshay and Barratt, Shane and Boyd, Stephen and Busseti, Enzo and Moursi, Walaa},
    title        = {Differentiating through a cone program},
    journal      = {Journal of Applied and Numerical Optimization},
    year         = {2019},
    volume       = {1},
    number       = {2},
    pages        = {107--115},
}