CasADi is a symbolic framework for numeric optimization implementing automatic differentiation ... It can be used from C++, Python or Matlab/Octave.

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., ...

Abstract: We propose two new algorithms for solving quadratically constrained quadratic programming (QCQP) problems arising from real-time optimization based control such as model predictive control ...

PhD students and postdoctoral researchers: Students and postdoctoral researchers who are interested to join my research group at the Chinese University of Hong Kong, Shenzhen in China and at the ...

Motivated by the smoothing approaches, we modify the classical bi-level gradient sequential averaging method to solve the bi-level optimization problem. Under some mild conditions, we obtain the ...