Lead developer for Liger - An Open Source Integrated Optimization Environment
Liger is an open source integrated optimization environment which is designed to be extensible and have a smooth learning curve so that it can be used by the non-expert in industry. Liger is built about a visual programming language, by which optimization work-flows can be created.
A MATLAB implementation of an infeasible primal-dual path-following interior point method (IPM) with controlled perturbations for Linear Programming. The use of controlled perturbations improves active-set prediction capabilities of IPMs for Linear Programming.
Reference: C. Cartis and Y. Yan, Active-set prediction for interior point methods using controlled perturbations.
Linear and Quadratic Test Problems Collections
|NETLIB||Linear Programming test problems||MPS MAT|
|Maros and Meszaros||Convex QP test problems||QPS MAT|