- New York, NY
- https://mlubin.github.io/
Stars
A pure-Julia, hardware-agnostic parallel implementation of Primal-Dual hybrid gradient for Linear Programming (PDLP) and its variants.
Coloring algorithms for sparse Jacobian and Hessian matrices
An algebraic modeling and automatic differentiation tool in Julia Language, specialized for SIMD abstraction of nonlinear programs.
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
Semidefinite programming optimization solver
Experimental first-order solvers for linear and quadratic programming.
A gradient-based outer approximation solver for convex mixed-integer nonlinear programming (MINLP)
Parallel Presolve for Integer and Linear Optimization
Nonconvex Exterior Point Operator Splitting
Extensible Julia/JuMP optimization package for Security-Constrained Unit Commitment (SCUC)
interior point solver for general convex conic optimization problems
A MathOptInterface Optimizer to solve JuMP models using GAMS
A reader for MPS and QPS files
Efficiently solving instances of a parameterized family of (possibly mixed-integer) linear/quadratic optimization problems in Julia
Julia package for formulating and analyzing stochastic recourse models.
An opinionated code formatter for Julia. Plot twist - the opinion is your own.
Exact Combinatorial Optimization with Graph Convolutional Neural Networks (NeurIPS 2019)
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
Mathematical Modeling for Optimization and Machine Learning
Fortran-like arrays with arbitrary, zero or negative starting indices.
Structured optimization in Julia