GPU accelerated decision optimization

Implementation of different algorithms of projection onto the PSD cone

Sieve-SDP: A simple facial reduction algorithm to preprocess semidefinite programs

The GPU-based primal-dual conic solver

Lightweight coding agent that runs in your terminal

GPU-accelerated first-order low-rank SDP solver

A Low-Rank ADMM Splitting Approach for Semidefinite Programming

First-order solver for quadratric programming on CPU and GPU.

Code accompanying the paper "Online Learning for Traffic Routing under Unknown Preferences"

Parallel Presolve for Integer and Linear Optimization

CUDA Library Samples

This repository stores the code related to the experiments conducted in the paper, "Efficient parameter-free restarted accelerated gradient methods for convex and strongly convex optimization"

Krylov methods for linear problems, eigenvalues, singular values and matrix functions

A JuMP extension for Stochastic Dual Dynamic Programming

Transportation Networks for Research

CUDA programming in Julia.

Forward Mode Automatic Differentiation for Julia

Proximal algorithms for nonsmooth optimization in Julia

Proximal operators for nonsmooth optimization in Julia

The Julia Programming Language

Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)

Stochastic Dual Dynamic Programming in Julia

A Nonconvex Composite Optimization Library

A custom branch-and-bound algorithm for solving low-rank matrix completion to certifiable optimality