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.
HiPO is now available in HiGHS 1.12
Follow the instructions here to
build from source.
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...