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.

PIPM: Perturbed Interior Point Method

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.

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Linear and Quadratic Test Problems Collections

Test Set Description Download
NETLIB Linear Programming test problems MPS MAT
Maros and Meszaros Convex QP test problems QPS MAT