We provide customized consulting services to companies that require expertise in computational mathematics and scientific computing. More specifically, we assist companies in either retrofitting their existing software or creating new software packages that incorporate state of the art algorithms. This includes technical areas such as

  • Optimization algorithms

  • Eigensolvers

  • Linear system solvers

  • Parallelization

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Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems of the form

$$ \begin{array}{|l|l|}\hline \begin{array}[t]{rcl} \min\limits_{x\in X} && f(x) \end{array} & \begin{array}[t]{rcl} \min\limits_{x\in X} && f(x)\\ \mathrm{st} && g(x)=0 \end{array}\\\hline \begin{array}[t]{rcl} \min\limits_{x\in X} && f(x)\\ \mathrm{st} && h(x)\succeq 0 \end{array} & \begin{array}[t]{rcl} \min\limits_{x\in X} && f(x)\\ \mathrm{st} && g(x)=0\\ && h(x)\succeq 0 \end{array}\\\hline \end{array} $$
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