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Achievement: Pull Sharkx2Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor
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@oxfordcontrol
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migarstka/README.md

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:

Pinned

  1. oxfordcontrol/COSMO.jl oxfordcontrol/COSMO.jl Public

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

    Julia 277 41

  2. oxfordcontrol/COSMOAccelerators.jl oxfordcontrol/COSMOAccelerators.jl Public

    Accelerators for fixed-point methods, used in the conic solver COSMO.jl

    Julia 5 1

  3. oxfordcontrol/cosmo-python oxfordcontrol/cosmo-python Public

    Python interface for COSMO.jl convex optimisation solver.

    Python 12 2

  4. qlocktwo qlocktwo Public

    A small web app project to improve my css / jquery / responsive design skills. The website resembles the iconic QLOCKTWO by Biegert & Funk.

    HTML 1

  5. simonsgame simonsgame Public

    React Web App that implements Simon Game

    HTML