Sonia Cafieri - Software

Sonia Cafieri - Software

PRQP : Potential Reduction for Quadratic Programming
solves convex quadratic problems with linear constraints.
- primal-dual infeasible Interior Point Potential Reduction method, feasible whenever possible
- different solvers for the KKT system: direct, CG, SQMR
- exact and reused constraint preconditioner, limited-memory ICF for bound constrained problems
I developed this solver during my PhD. It is no longer maintained.
ROSE : Reformulation-Optimization Software Engine
performs automatic symbolic reformulations to Mathematical Programs.
I am co-developer of this software and mainly worked on:
- reformulators able to automatically provide convex relaxations of non-convex nonlinear problems
- data format translators
This software is freely available. For further information and to download the code, visit the ROSE webpage.
I contributed to COUENNE, an exact solver for nonconvex MINLPs.
It is freely available, for further information visit the webpage.
I contributed with the implementation of relaxations of trilinear and quadrilinear monomials.

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