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Hello there! My name is Michael Garstka

I have a DPhil (PhD) in Optimisation at the University of Oxford (Trinity College) 👨‍🎓. My research focused on convex optimisation and its applications 👨‍💻. I am also the main developer of COSMO.jl, a solver for convex conic problems.

Currently, I am the Head of Science at Qogita where I work with my team on:

  • product data curation
  • product pricing
  • product ranking
  • algorithms for efficient market making
  • building a data plaform (data lake, data warehouse, ETL batch jobs, Kafka streaming)

📫 How to reach me:

Michael Garstka's Projects

barc icon barc

Main branch for BARC related code

convextests.jl icon convextests.jl

Uses the Convex.jl Problem Depot to test various optimization solvers

cosmo.jl icon cosmo.jl

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

flux.jl icon flux.jl

Relax! Flux is the ML library that doesn't make you tensor

juliaexamplepkg.jl icon juliaexamplepkg.jl

A simple julia package to play around with 1.0 package manager and continous integration

jump.jl icon jump.jl

Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)

osqp.jl icon osqp.jl

Julia interface for OSQP: The Operator Splitting QP Solver

osqp_julia icon osqp_julia

Pure Julia implementation of the OSQP solver: https://github.com/oxfordcontrol/osqp

qdldl icon qdldl

A free LDL factorisation routine

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