Filippo Zanetti

HiGHS Senior Optimization Solver Developer at the University of Edinburgh

I am the developer of HiPO, an open source interior point solver for linear and quadratic programming.

News

HiGHS 1.15 is out, HiPO can now be used from Python!
Follow the instructions here

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...