software

Software I have worked on.

Main Developer

  • QOCO: QOCO is an open-source solver for quadratic objective SOCPs written in C. It can be called from CVXPY.

  • QOCOGEN: QOCOGEN is an open-source custom solver generator for quadratic objective SOCPs written in C. It generates a custom solver written in C (called QOCO Custom) which exploits the sparsity structure of the problem to achieve even faster solvetimes. QOCOGEN can be called from CVXPYgen.

Contributor

I have also made open-source contributions to the following software:

  • CVXPY: A domain specific language for optimization problems in Python that allows users to specify optimization problems in a way that is nearly identical to the math.

  • CVXPYgen: A code generation tool that sits on top of CVXPY and generates an embeddable solver for a users specified problem class.