Convex Optimization implementation in C++

Question

I am currently working on converting my Convex Optimisation problem's solution from Python to C++ to enhance its optimization and performance. But I'm facing difficulties in developing a package similar to CVXPY in C++.

For reference, I have included the Python code for the type of optimization problem I am working on.

# Combine all constraints
constraints_synthetic = [
    (x + y) @ aaa <= 10,
    (x + y) @ aaa >= -5
]
# Define the objective function
objective_synthetic = cvx.Minimize(y @ eee + x @ fff)
# Create the optimization problem
problem_synthetic = cvx.Problem(objective_synthetic, constraints_synthetic)
# Solve the problem
problem_synthetic.solve(verbose=4)

So, I was working on a convex optimization problem in Python, and i used the CVXPY package for the same. But processing or handling a large amount of data in Python was not performance-efficient and was time-consuming.

If there is any documentation or resources that could help me in building it from scratch or if there is an existing C++ library I could use as an alternative for CVXPY or anything helpful, I would greatly appreciate it.