ledge-core 0.2.0

Factor-structured convex QP kernel for portfolio optimization
Documentation 
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[package]

name = "ledge-core"

description = "Factor-structured convex QP kernel for portfolio optimization"

version.workspace = true

edition.workspace = true

license.workspace = true

publish.workspace = true

rust-version.workspace = true

authors.workspace = true

repository.workspace = true

homepage.workspace = true

readme = "../../README.md"

keywords = ["finance", "portfolio", "optimization", "quadratic-program", "factor-model"]

categories = ["algorithms", "mathematics", "science"]



[features]

# Exposes doc(hidden) solver internals (reduced factorization, x-update) so

# criterion benches can measure them in isolation. Never enable downstream.

bench-internals = []

# Multi-thread batch over the account axis (roadmap 3.2): `solve_batch`

# distributes accounts over rayon's global thread pool. Without the feature

# the same function runs the accounts serially with identical results.

rayon = ["dep:rayon"]

# Serialize / Deserialize for problems, settings, warm starts, and solutions

# (roadmap 3.3): attach a JSON or binary dump to a bug report and replay it

# elsewhere. Deserialization re-runs the same validation as construction.

serde = ["dep:serde"]



[dependencies]

rayon = { version = "1", optional = true }

serde = { version = "1", features = ["derive"], optional = true }

thiserror = "2"



[lints]

workspace = true



[dev-dependencies]

criterion = "0.7"

postcard = { version = "1", features = ["use-std"] }

proptest = "1.9"

# float_roundtrip: bug-reproduction dumps must parse back bit-identically.

serde_json = { version = "1", features = ["float_roundtrip"] }



[[bench]]

name = "solver"

harness = false

required-features = ["bench-internals"]



[[test]]

name = "serde"

required-features = ["serde"]