I am computational mathematician. My scientific interests span computational optimization, numerical analysis, numerical linear algebra, scientific computing, and modeling environments. I have a keen interest in the interplay between computational science and programming languages.
My research focuses on the design, convergence analysis, numerical properties, practical implementation, and testing of algorithms for continuous optimization and their linear algebra kernels. I am equally interested in applying algorithms that I design to problems that arise in engineering and science.
My research activities thus comprise tightly interconnected theoretical analyses of computational methods and high-quality implementations to aid in the modeling and solution of practical problems.
The JSO organization is a set of Julia packages for smooth, nonsmooth optimization, and numerical linear algebra intended to work consistently together and exploit the structure present in problems. It provides modeling facilities, widely useful known methods, either in the form of interfaces or pure Julia implementations, but also unique methods that are the product of active research. We review the main features of JSO, its current status, and hint at future developments.