Software
I have been involved in the development of the optimization software packages below.Ipopt
This open-source software project implements a primal-dual interior-point method for nonlinear nonconvex optimization. It is maintained at the COIN-OR repository.
The code can be used as solver in modeling languages (such as AIMMS, AMPL, and GAMS), as well as a callable library from programming languages, including C, C++, Fortran, Matlab, Python, R. It has been used for a wide range of applications, including optimal control, circuit tuning, portfolio optimization.
Detailed information, including downloads and documentation, is availiable at the Ipopt home page.
Bonmin
This open-source software project implements several algorithms for mixed-integer nonlinear optimization. It is maintained at the COIN-OR repository. This software package resulted from a collaboration between Carnegie Mellon University and IBM.
Detailed information, including downloads and documentation, is available at the Bonmin home page.