Séminaire en format hybride au local 4488 du GERAD ou Zoom.

HSL is a collection of state-of-the-art Fortran packages for large-scale scientific computation. The new package JuliaHSL, jointly developed with the Computational Mathematics Group at the STFC Rutherford Appleton Laboratory, aims to facilitate the use of all HSL packages in Julia. We describe its applications and features through the Julia packages HSL.jl and Ipopt.jl.

Biographie: My main interests are in the theoretical and numerical study of algorithms for continuous nonlinear optimization and linear algebra. In particular, I study the impact of using multiple floating point systems on those algorithms. My current work is focused on iterative methods working in multiple precision and different architectures (CPU - GPU). I am also interested in the implementation and development of optimization software. I am the developer of an infrastructure in Julia for continuous optimization as well as a module containing efficient Krylov methods for solving large-scale linear systems.