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Hi there 👋

I am currently doing a 1-year PostDoc at the Section for Scientific Computing at the Technical University of Denmark. Here I look into efficient implementations of interior-point methods for a certain applications in civil engineering. Previously I was a PhD student in the Acoustic Technology Group (ACT) as well as The Centre for Acoustic-Mechanical Micro Systems (CAMM). Before this I studied computational science and engineering with an emphasis on optimization methods and numerical analysis. In particular I took an interest in rank structured approaches which lead me down the path of studying Boundary Integral Equations applied to acoustics.

Things I deal with on a regular basis

  • Boundary Integral Equations (and their solution through the Boundary Element Method using Fast Multipole Methods and $\mathcal{H}$-matrices).
  • Structured linear algebra (specifically rank structure and sparsity).
  • Optimization algorithms (mostly interior point methods).

Mikkel Paltorp's Projects

beast.jl icon beast.jl

Boundary Element Analysis and Simulation Toolkit

bem200 icon bem200

2D Acoustical Boundary Element computations using only 200 lines of code

clarabel.cpp icon clarabel.cpp

Clarabel.cpp: C/C++ interface to the Clarabel Interior-point solver for convex conic optimisation problems.

clarabel.jl icon clarabel.jl

Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

clarabel.rs icon clarabel.rs

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

egrssmatrices icon egrssmatrices

Short implementation of a EGRSS matrix format including an application example in smoothing spline fitting.

flux.jl icon flux.jl

Relax! Flux is the ML library that doesn't make you tensor

fmm2d.jl icon fmm2d.jl

A Julia interface to the FMM2D library from the Flatiron Institute

fmm3d icon fmm3d

Flatiron Institute Fast Multipole Libraries --- This codebase is a set of libraries to compute N-body interactions governed by the Laplace and Helmholtz equations, to a specified precision, in three dimensions, on a multi-core shared-memory machine.

generalizedsmoothingsplines.jl icon generalizedsmoothingsplines.jl

A package for fitting (curve restricted) smoothing splines of degrees 2p-1 using the Gaussian process view with a rank structured kernel matrix.

high-school-visit icon high-school-visit

Exercise and visualization used when teaching high school students in Denmark about numerical integration.

hssmatrices.jl icon hssmatrices.jl

A Julia package for hierarchically semi-separable (HSS) matrices.

meshviz.jl icon meshviz.jl

Makie.jl recipes for visualization of Meshes.jl

polychaos.jl icon polychaos.jl

A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

symegrssmatrices.jl icon symegrssmatrices.jl

A package for efficiently computing with symmetric extended generator representable semiseparable matrices

symsemiseparablematrices.jl icon symsemiseparablematrices.jl

A package for efficiently computing with symmetric extended generator representable semiseparable matrices (a type of rank structured matrix).

yggdrasil icon yggdrasil

Collection of builder repositories for BinaryBuilder.jl

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