Sleipnir

Sparsity and Linearity-Exploiting Interior-Point solver - Now Internally Readable

Named after Odin's eight-legged horse from Norse mythology, Sleipnir is a reverse mode autodiff library, interior-point method, and NLP solver DSL for C++23 and Python. The DSL automatically chooses the best solver based on the problem structure.

#include <print>

#include <sleipnir/optimization/problem.hpp>

int main() {
  // Find the x, y pair with the largest product for which x + 3y = 36
  slp::Problem<double> problem;

  auto x = problem.decision_variable();
  auto y = problem.decision_variable();

  problem.maximize(x * y);
  problem.subject_to(x + 3 * y == 36);
  problem.solve();

  // x = 18.0, y = 6.0
  std::println("x = {}, y = {}", x.value(), y.value());
}

#!/usr/bin/env python3

from sleipnir.optimization import Problem


def main():
    # Find the x, y pair with the largest product for which x + 3y = 36
    problem = Problem()

    x, y = problem.decision_variable(2)

    problem.maximize(x * y)
    problem.subject_to(x + 3 * y == 36)
    problem.solve()

    # x = 18.0, y = 6.0
    print(f"x = {x.value()}, y = {y.value()}")


if __name__ == "__main__":
    main()

The C++ API also supports arbitrary scalar types, so users can specify higher precision floating-point types at the cost of speed.

Sleipnir's internals are intended to be readable by those who aren't domain experts with links to explanatory material for its algorithms.

Install

The following platforms are supported:

• Windows
  • OS: Windows 11
  • Runtime: Microsoft Visual C++ 2022 redistributable from Visual Studio 2022 17.13
• Linux
  • OS: Ubuntu 24.04
  • Runtime: GCC 14 libstdc++ (run sudo apt install g++-14)
• macOS
  • OS: macOS 14.5
  • Runtime: Apple Clang 16.0.0 libc++ from Xcode 16.2 (run xcode-select --install)

To use Sleipnir within a CMake project, add the following to CMakeLists.txt:

include(FetchContent)

FetchContent_Declare(
    Sleipnir
    GIT_REPOSITORY https://github.com/SleipnirGroup/Sleipnir.git
    GIT_TAG main
    EXCLUDE_FROM_ALL
    SYSTEM
)
FetchContent_MakeAvailable(Sleipnir)

target_link_libraries(MyApp PUBLIC Sleipnir::Sleipnir)

To use Sleipnir in Python, install sleipnirgroup-jormungandr from PyPI:

pip install sleipnirgroup-jormungandr

If necessary, follow these instructions to build from source.

Docs

See the C++ API docs, Python API docs, and usage docs.

Examples

See the examples folder, C++ optimization unit tests, and Python optimization unit tests.

Benchmarks

See the benchmarks folder.