Most of my group's software projects can be found on the Oxford Control GitHub page.
An active set solver for indefinite quadratic programming problems with both linear inequalities and interval constraints on the 2–norm of the decision variables. Implemented in Julia. A supporting package for solving the Trust Region Subproblem can be found here. A supporting package for solving indefinite QPs with linear inequalities only can be found here.
This package is based on this paper.
A general purpose convex conic solver for LPs, QPs, SOCPs, SDPs and many other standard problem types. Natively supports quadratic objective functions. Based on operator splitting methods / alternating direction method of multipliers (ADMM). Written in Julia, including an interface to JuMP.
This package is based on this paper.
A lightweight factorisation package for symmetric quasidefinite matrices written in C, with a second implementation in Julia.
A QP solver based on operator splitting methods / alternating direction method of multipliers (ADMM). Written in C, with interfaces to many other programming languages.
The solver is based on this paper.
An mixed-integer quadratic programming (MIQP) extension to OSQP based on branch-and bound. Written in Python, based on this paper.
A Matlab-based ADMM solver for partially decomposable conic optimization programs, particularly suitable for large scale semi-definite programs.
The toolbox is based on this paper.
Julia package to easily define and efficiently solve switching time optimization (STO) problems for linear and nonlinear systems. Supports a wide variety of nonlinear solvers through MathProgBase.jl interface such as Ipopt, KNITRO, NLopt.
The package is based on this paper.
A Matlab/Yalmip modelling layer for optimization problems with polynomial quadratic integral inequality constraints.
The toolbox is based on this paper.
A Matlab-based QP solver that uses the Mehrotra predictor-corrector method for solving convex QPs. Based heavily on OOQP.
A Matlab toolbox that computes the Optimal Mode Decomposition (OMD) and Dynamic Mode Decomposition (DMD).
The toolbox is based on this paper.