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Software
A list of prototype software packages developed for performing numerical experiments on various research projects.
For more details, other projects and personal code please visit my
GitHub account.
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QPDO
The Quadratic Primal-Dual Optimizer (QPDO) solver is a numerical optimization package for convex quadratic programming.
Written in C, with MATLAB interface.
The method relies on a primal-dual proximal regularization of the original problem and a tailored damped semismooth Newton's method.
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HALeqO.jl
A numerical optimization package implementing a Homotopy Augmented Lagrangian method for targeting EQuality-constrained nonlinear Optimization problems.
Written in Julia.
The method relies on primal-dual proximal regularization and globalised Newton's steps with Armijo's line-search.
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Bazinga.jl
A toolbox for constrained composite programming: nonsmooth, nonconvex, nonlinear, constrained optimization problems.
Written in Julia.
The class of constrained composite optimization problem was investigated in my doctoral dissertation and in a subsequent article, as well as the algorithmic framework based on augmented Lagrangian and proximal methods.