Open-source convex optimization on GPUs
PI: Goulart, Paul
Department: Engineering Science
The project will develop open-source software for numerical optimisation of very large scale problems that are commonly in encountered in energy systems, machine learning and many modern areas of engineering. The project will add capabilities to existing software packages, already developed at the University of Oxford, to solve such problems on graphics processing unit (GPU) hardware. All work will be published as free and open-source software and integrated into standard optimisation modelling tools in widespread use in academia and industry.