Constrained Optimization in Convex Programming

Fair Isaac Corporation Computer Science, 2004-05

Liaison(s): Frank Elliott
Advisor(s): Ran Libeskind-Hadas
Students(s): Brian Tagiku (PM), Dave Buchfuhrer, Dan Halperin, Brad Tennis, Chris Weisiger

Fair Isaac Corporation provides companies with mathematically-based solutions for a variety of business problems. Many of these problems can be modeled using quadratic programs with large numbers of variables and linear constraints. The Clinic team has taken on the task of developing a prototypical software package that solves linear and quadratic programs. A number of algorithms have been incorporated into this package to accurately solve these types of problems.