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math.OC2026
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…
math.OC2026
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…