arXiv Machine Learning

Generation of Custom Solvers in Rust for Convex Optimization

The paper presents cvxgenrust, an open‑source tool that generates custom Rust code for solving families of parameterized convex optimization problems defined in CVXPY. It canonicalizes problem families, extracts affine maps to Clarabel cone‑program data, and produces a specialized Rust crate that updates parameters and calls Clarabel natively at runtime. The generated solver can also be exposed to Python and registered as a custom CVXPY solver, supporting a wide range of convex problems up to semidefinite and exponential‑cone programs, and demonstrates reduced runtime compared to direct CVXPY solves and performance comparable to CVXPYgen.

Hugging Face Trending Papers
Aug 11

Basin: Efficient and Extensible Numerical Optimization in Rust

Basin is a numerical optimization library for the Rust programming language. Numerical optimization is the task of finding the inputs that minimize a function, and it is a fundamental element across the sciences: fitting a model to data, calibrating a simulation, training a machine learning model, or choosing engineering parameters that minimize cost.

arXiv Machine Learning
Sep 2

Disciplined Bilevel Programming

arXiv:2609.00644v1 Announce Type: cross Abstract: Bilevel optimization provides a natural modeling language for hierarchical decision problems. However, applying existing numerical solvers usually re...

By Hao Zhu, Joschka Boedecker
arXiv Machine Learning
Sep 4

Efficient Constant Optimization for Symbolic Regression with GPU-Accelerated Tree-Based Genetic Programming

The paper introduces a GPU-resident, batched Levenberg–Marquardt solver that efficiently optimizes constants in tree-based genetic programming for symbolic regression. By using reverse-mode automatic differentiation to assemble per-tree Jacobians in a single backward sweep, the solver’s per-iteration cost becomes independent of the number of constants per tree, achieving up to 510,000 trees per second on an NVIDIA A100. Integrated into EvoGP, the solver enables end-to-end search that recovers governing equations on 10 of 18 constructed problems, a significant improvement over stock EvoGP.

By Hao Mao, Xu Tony Liu, Shuai Lu, Peng Zhao, Wenzheng Jiang, Yuntian Chen
arXiv Machine Learning
Jun 15

Scalable Deep Unfolding of Conic Optimizers

arXiv:2606. 13825v1 Announce Type: cross Abstract: Deep unfolding (DU) accelerates iterative optimizers by introducing learnable components and training them through unrolled iterations, but extending DU to the large-scale semidefinite programs (SDPs) common in robotics has remained limited.

By Alex Oshin, Rahul Vodeb Ghosh, Evangelos A. Theodorou