The GENO Software Stack

Abstract

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