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Software

All software below is open source, either under GPLv3 or MIT license.

Faster solver for SVMs with kernels

Snacks

Python solver for Kernel Support Vector Machines

Associated paper

Published in European Control Conference (ECC2023)

Faster solvers for Convex Hull Prices

ConvexHullPricing.jl

Julia benchmarking suite for convex hull prices computation

These works have been supported by the ITN-ETN project TraDE-OPT funded by the EU’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement No 861137.