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  • Numerical Linear Algebra
  • Numerical optimization algorithms for convex and nonconvex problems.
  • On-line optimization
  • Recommender systems with tabular data
  • Software development: design principles, TDD and BDD, C++, C#, F#


  • Incremental proximal point - a library of algorithms for building incremental proximal-point methods for machine learning.
  • AutoDiff - a .NET library for automatically computing derivatives of mathematical functions.
  • TREM OPF Solver - A MATLAB solver for a class of optimal power flow problems using the Tree Reduction and Expansion Method. See paper below.
  • Machine learning proximal operators library - A library of proximal operator implementations of functions useful in machine learning, for implementing algorithms such as online proximal point, or stochastic proximal iteration.


Conference Lectures

  • Globally Solving a Class of Optimal Power Flow Problems in Radial Networks, International Symposium on Mathematical Programming (July 2018) (presentation).