migarstka / mosek.jl

Interface to the Mosek solver in Julia

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:

• Email: michael(at)garstka(dot)org with GPG public key
• or via my Website
• or on LinkedIn