4 papers · 1 filter
Generation of Custom Solvers in Rust for Convex Optimization
Hao Zhu, Joschka Boedecker
We introduce cvxgenrust, an open-source tool for generating custom Rust code that solves families of parameterized convex optimization problems modeled in CVXPY. cvxgenrust canonic…
Disciplined Bilevel Programming
Hao Zhu, Joschka Boedecker
Bilevel optimization provides a natural modeling language for hierarchical decision problems. However, applying existing numerical solvers usually requires substantial manual analy…
Disciplined Biconvex Programming
Hao Zhu, Joschka Boedecker
We introduce disciplined biconvex programming (DBCP), a modeling framework for specifying and solving biconvex optimization problems. Biconvex optimization problems arise in variou…
Multi-convex Programming for Discrete Latent Factor Models Prototyping
Hao Zhu, Shengchao Yan, Jasper Hoffmann +1
Discrete latent factor models (DLFMs) are widely used in various domains such as machine learning, economics, neuroscience, psychology, etc. Currently, fitting a DLFM to some datas…