Gilles Bareilles

I'm quite fond of the Julia programming language, here are some of my projects.

  1. RandomizedProgressiveHedging.jl
  2. Blackbox nonsmooth optimization
  3. Optimization Plots
  4. Side projects
  5. Old projects

RandomizedProgressiveHedging.jl

RandomizedProgressiveHedging.jl is a julia package for solving multistage stochastic problems by randomized versions of the progressive hedging algorithm.

Blackbox nonsmooth optimization

NonSmoothSolvers.jl provides julia implementation of algorithms for blackbox nonsmooth optimization: gradient sampling, nonsmooth BFGS, subgradient.

The companion NonSmoothProblems.jl implements some classical problems, and notably:

Optimization Plots

PlotsOptim.jl provides convenience helpers to build PGF/Tikz plots from julia. Tailored for suboptimality type curves, or 2d plots of iterates.

Side projects

S={xRn:xi0,i=1nxi=1}, \mathcal S = \{ x \in \mathbb R^n : x_i \ge 0, \sum_{i=1}^n x_i = 1\}, S={xSm:λmin(x)0,i=1nλi(x)=1}. \mathcal S = \{ x \in \mathbb S_m : \lambda_{\min}(x) \ge 0, \sum_{i=1}^n \lambda_i(x) = 1\}.

Old projects