julia

SCIP plugins and the cut selection interface
This is a short post on the cut selection mechanism in the mixed-integer optimization solver SCIP and things I used for its implementation in the SCIP.jl Julia wrapper. You can check out the corresponding pull request for completeness.
Last updated on 2022-10-04 7 min read
Pruning the expression tree with recursive value identification
Today was the release of SCIP.jl v0.11, the first release switching to SCIP 8. The major change in this (massive) release was the rewrite of the nonlinear optimization part, using a so-called expression framework.
Last updated on 2022-10-04 4 min read
Mutability, scope, and separation of concerns in library code
It has been about a year since I joined the Zuse Institute to work on optimization methods and computation. One of the key projects of the first half of 2021 has been on building up FrankWolfe.
Last updated on 2023-12-23 8 min read
Sets, chains and rules - part II
Differentiating set projections.
Last updated on 2022-04-29 10 min read
Sets, chains and rules - part I
The Pandora box from simple set membership.
Last updated on 2020-12-25 5 min read
Experiments on communicating vessels, constrained optimization and manifolds
Constrained optimization on a fundamental engineering problem
Last updated on 2023-10-21 16 min read
Differentiating the discrete: Automatic Differentiation meets Integer Optimization
What can automated gradient computations bring to mathematical optimizers, what does it take to compute?
Last updated on 2023-10-24 11 min read
Working with binary libraries for optimization in Julia
When going native is the only option, at least do it once and well.
Last updated on 2023-10-21 8 min read
Lessons learned on object constructors
Constructors are a basic building block of object-oriented programming (OOP). They expose ways to build specific types of objects consistently, using arbitrary rules to validate properties. Still, constructors are odd beasts in the OOP world.
Last updated on 2023-10-21 8 min read
Bridges as an extended dispatch system
Compiling mathematical optimization problems in a multiple-dispatch context.
Last updated on 2023-10-24 10 min read