arXiv (OAI Expanded)
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Generation of Custom Solvers in Rust for Convex Optimization
and-sciencecomputational-engineeringfinancemachine-learningmathematical-softwareoptimization-and-control
We introduce cvxgenrust, an open-source tool for generating custom Rust code that solves families of parameterized convex optimization problems modeled in CVXPY. cvxgenrust canonicalizes a problem family, extracts affine maps to Clarabel cone-program data, and generates a specialized Rust crate that
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