FOMTools

Development, analysis, and code generation for first-order methods.

FOMTools is an open-source Python package for developing, analyzing, and deploying first-order methods for parametric linear and convex quadratic optimization. You write the iteration in Python, with syntax close to its mathematical description, and FOMTools records it as a computation graph of affine and piecewise affine steps. From that single description you can:

• Verify worst-case performance: a mixed-integer program maximizes a convergence residual over a set of problem instances and initial iterates (method="mip").
• Simulate at scale: a batched CPU/GPU simulator collects trajectories and bounds the probability of exceeding a convergence tolerance (method="simulator").
• Generate code: FOMTools builds the numerical data, factorizations, and matrix-vector routines, and an LLM coding agent writes and optimizes C, OpenMP, or CUDA code. Each phase is checked against a reference run on sampled inputs.
• Solve CVXPY problems: FOMTools works as a CVXPYgen backend, generating first-order solvers for parametric CVXPY problems.

Example

The following code verifies FISTA on a family of Lasso problems

minimize        0.5 ||D s - x||_2^2 + lambda ||s||_1

where s in R^n is the optimization variable and the data vector x ranges over the box [0, 1]^m. After each iteration it computes the worst-case fixed-point residual ||s^{k+1} - s^k||_inf over all such x.

import numpy as np
import fomtools as ft

# Problem data
m, n, lambd, K = 10, 15, 0.1, 10
D = np.random.normal(size=(m, n))
eta = 1 / np.linalg.norm(D, 2) ** 2

VP = ft.Verifier()  # MIP verification with HiGHS; use solver="gurobi" for Gurobi

# Parameter set and initial iterate
x = VP.add_param(m, lb=0, ub=1)
s = [VP.add_iterate(n, lb=0, ub=0)]
w, beta = s[0], 1.0

results = []
for k in range(K):
    # FISTA iteration
    s.append(VP.step.soft_threshold(w - eta * D.T @ (D @ w - x), lambd=lambd * eta))
    beta_old, beta = beta, 0.5 * (1 + np.sqrt(1 + 4 * beta**2))
    w = s[k + 1] + (beta_old - 1) / beta * (s[k + 1] - s[k])

    # Worst-case residual after k + 1 iterations
    VP.set_objective_norm(s[k + 1] - s[k], np.inf)
    results.append(VP.solve())

Steps can also be written with proximal operators and projections, e.g., VP.prox(NormL1(lambd), v, eta) or VP.project(Box(l, u), v). See the documentation for the full list of proxable functions and sets.

Beyond worst-case verification

Simulation. Write the same loop with ft.Verifier(method="simulator"), and give parameters sample arrays of shape (N, d) (or let them be sampled from their bounds). The simulator runs all samples as batched operations, on a GPU through CuPy when one is available. It then reports summary statistics and a KL-inverse bound on the probability that the residual exceeds a tolerance epsilon:

VP.solve(epsilon=1e-3)
VP["quantiles"][0.95], VP["risk_bound"], VP["throughput"]

Code generation. Pass the recorded iterates, unchanged, to codegen. It produces a specialized solver together with a Python wrapper:

result = VP.codegen("out/fista", iterates=s, code_optimization=True)

Targets include embedded C, multicore CPUs (OpenMP), and GPUs (CUDA). The package works with any coding agent.

CVXPYgen. You can model a parametric problem in CVXPY and generate both its canonicalization code and a first-order solver for it:

import fomtools.cvxpygen as fcpg

fcpg.generate_solver(problem, "out/qp", fom="admm", param_bounds={q: (q_lb, q_ub)})

Installation

FOMTools requires Python 3.12 or later. Install it from PyPI:

pip install fomtools

To install from source instead:

git clone https://github.com/stellatogrp/fomtools.git
cd fomtools
pip install -e .

Optional extras:

For example, pip install "fomtools[gurobi,codegen]", or pip install -e ".[gurobi,codegen]" from source.

FOMTools is not a solver. It relies on mathematical programming solvers such as HiGHS (the default) and Gurobi to solve the verification problems it builds.

Examples

The tutorials cover sparse coding (Lasso), nonnegative least squares, network optimization, optimal control, and portfolio rebalancing. Code to reproduce the experiments in our paper is available at stellatogrp/fomtools_experiments.

Contributing

If you'd like to add a new example to our library, or implement a new feature, please get in touch with us first to make sure that your priorities align with ours.

Team

FOMTools is developed by Vinit Ranjan, Daniel Deza, Anushka Acharya, Jisun Park, and Bartolomeo Stellato.

Citing

If you use FOMTools for published work, we encourage you to cite our paper:

@article{ranjan2026fomtools,
  title   = {{FOMTools}: Development and {AI}-Assisted Code Generation for First-Order Methods},
  author  = {Ranjan, Vinit and Deza, Daniel and Acharya, Anushka and Park, Jisun and Stellato, Bartolomeo},
  journal = {arXiv preprint arXiv:2610.26743},
  year    = {2026},
}