Software
Based on my research, I developed the following packages:
- SVM-BlockIP. A C++ package for solving
one-class and two-class support vector machine problems, based on BlockIP.
- MSSO-BlockIP. A C++ package for solving
large multistage stochastic optimization problems, based
on BlockIP.
- MCCFBN-BlockIP. A C++ package for solving
minimum cost convex flow problems in bipartite networks, based on BlockIP.
- BlockIP. A C++ package for solving convex separable
block-angular problems by a specialized interior-point algorithm.
- PPRN. A package for solving linear and
nonlinear multicommodity problems with or without side constraints.
- IPM. A package for solving large scale
linear multicommodity problems, based on a specialized interior-point
algorithm.
- PRBLOCK_IPM. A MATLAB/SCILAB
package for solving large scale linear or separable quadratic
primal block-angular problem by a specialized interior-point
algorithm.
- HTCOOR. A package for long-term hydrothermal
optimization.