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.

Research interests

My main fields of research are numerical linear algebra and numerical methods, in particular applied to continuous optimization and interior point methods.

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.

I am interested in the application of these concepts to real life problems like imaging, optimal transport, sparse approximations, machine learning...