The GENO Software Stack

Abstract GENO (generic optimization) is a domain specific language for mathematical optimization. The software generates solver from specification of an optimization problem class. problems, that is, their objective function and constraints, are specified in formal language. then translated into general normal form. Problems form passed on to purpose solver. In its Iterations, the evaluates expressions function, derivatives. Hence, computing symbolic gradients linear algebra important component stack. evaluated available hardware platforms including CPUs GPUs different vendors. This becomes possible by compiling BLAS (Basic Linear Algebra Subroutines) calls have been optimized compiler, called autoBLAS, translates another By putting all components together generated solvers competitive with problem-specific hand-written orders magnitude faster than competing approaches offer comparable ease-of-use. While this article describes full stack, also interest own thus made independently.