Filippo Zanetti

HiGHS Senior Optimization Solver Developer at the University of Edinburgh

I'm currently developing a new open source interior point solver for linear and quadratic programming for the HiGHS software library. I'm also developing a specialized factorization code for the positive definite and indefinite matrices that arise in interior point methods.

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Research interests

I am mostly interested in the implementation of interior point methods, direct and iterative methods to solve linear systems, numerical linear algebra techniques, preconditioners.

I am currently developing a factorization-based interior point method for the HiGHS software library, and all the necessary numerical linear algebra routines, in C++.

I have worked also with numerical PDEs, finite elements methods, multigrid preconditioners, low-rank updates, eigenvalue solvers.

In my free time, I like to delve into low-level details of computers architectures, hardware, assembly, operating systems...