Nathan Brixius

I'm pleased to announce the release of Solver Foundation 2.0, available at solverfoundation.com . We've added capabilities that allow Solver Foundation to solve important categories of optimization problems, improved the performance and stability our Read More...

A couple of weeks ago I wrote about one of our big features for Solver Foundation 2.0: stochastic programming . In this post I want to talk about a new solver for 2.0: an interior-point solver for Second Order Conic Programming (SOCP). Second Order Conic Read More...

I've had a few requests on this topic, so I thought I would give a simple example of how to write code against Solver Foundation's interior point solver. If you are new to Solver Foundation, be warned that this is something of an "advanced topic". The Read More...

Here are my notes from the second day of ISMP . ( Here are my day 1 notes. ) I spent the whole day going to IPM talks: Meszaros : Unfortunately I missed the plenary talk by Friedrich Eisenbrand due to microbrews. I attended an IPM session after that - Read More...