Generation of Custom Solvers in Rust for Convex Optimization

Combinatorial optimization problems arise in logistics, scheduling, and resource allocation, yet existing approaches face a fundamental trade-off among generality, performance, and usability. We present cuGenOpt, a GPU-accelerated general-purpose metaheuristic framework that addresses all three dimensions simultaneously. At the engine level, cuGenOpt adopts a "one block evolves one solution" CUDA architecture with a unified encoding abstraction (permutation, binary, integer), a two-level adaptive operator selection mechanism, and hardware-aware resource management. At the extensibility level, a user-defined operator registration interface allows domain experts to inject problem-specific CUDA search operators. At the usability level, a JIT compilation pipeline exposes the framework as a pure-Python API, and an LLM-based modeling assistant converts natural-language problem descriptions into executable solver code. Experiments across five thematic suites on three GPU architectures (T4, V100, A800) show that cuGenOpt outperforms general MIP solvers by orders of magnitude, achieves competitive quality against specialized solvers on instances up to n=150, and attains 4.73% gap on TSP-442 within 30s. Twelve problem types spanning five encoding variants are solved to optimality. Framework-level optimizations cumulatively reduce pcb442 gap from 36% to 4.73% and boost VRPTW throughput by 75-81%. Code: https://github.com/L-yang-yang/cugenopt

We introduce disciplined biconvex programming (DBCP), a modeling framework for specifying and solving biconvex optimization problems. Biconvex optimization problems arise in various applications, including machine learning, signal processing, computational science, and control. Solving a biconvex optimization problem in practice usually involves heuristic methods based on alternate convex search (ACS), which iteratively optimizes over one block of variables while keeping the other fixed, so that the resulting subproblems are convex and can be efficiently solved. However, designing and implementing an ACS solver for a specific biconvex optimization problem usually requires significant effort from the user, which can be tedious and error-prone. DBCP extends the principles of disciplined convex programming to biconvex problems, allowing users to specify biconvex optimization problems in a natural way based on a small number of syntax rules. The resulting problem can then be automatically split and transformed into convex subproblems, for which a customized ACS solver is then generated and applied. DBCP allows users to quickly experiment with different biconvex problem formulations, without expertise in convex optimization. We implement DBCP in the open-source Python package dbcp, as an extension to the well known domain specific language CVXPY for convex optimization.

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. Basin gives users a single, consistent way to both state and solve such problems, with a broad catalog of solvers and first-class support for constraints.