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Hey, I'm Charlie

I am a researcher in mathematical optimization at Argonne National Laboratory/Zuse-Institut Berlin. I am interested in large-scale nonlinear optimization, reliable optimization based on interval analysis and I enjoy modern software development (mainly in C++, a bit of Julia as well). In particular, I am actively developing the Uno solver, a modular open-source C++ library that unifies nonlinearly constrained nonconvex optimization and offers dozens of strategy combinations. It is competitive against IPOPT and filterSQP, while being modern, lightweight and extensible. Check it out!

I got my PhD from Université de Toulouse (France) in January 2015. Then I was a postdoctoral researcher with IRT Saint Exupéry (France), Argonne National Laboratory (USA), Fraunhofer ITWM (Germany), Technische Universität Berlin (Germany) and Zuse-Institut Berlin (Germany).

When I am not scribbling math on a black board or feverishly writing code, I enjoy playing bass with the Toto tribute band The Cats of Oz, taking landscape photos and doing some sort of physical activity (such as bouldering or cross-country skiing).

Dr. Charlie Vanaret's Projects

categorical.jl icon categorical.jl

Julia prototype for solving mixed categorical optimization problems to global optimality

symmetricblockmatrix icon symmetricblockmatrix

Form symmetric block matrices and condense them (eliminating blocks) at compile time using Schur complements. The goal is to manipulate KKT/augmented/saddle-point systems symbolically to obtain equivalent systems (typically: unsymmetric, symmetrized, and normal equations) that can be tackled by various numerical solvers

timeslice icon timeslice

A configurable tool to generate linear, circular and radial timeslices from a collection of images. The perfect tool for time blending

uno icon uno

A next-gen solver for optimization with nonconvex objective and constraints. Reimplements filterSQP and IPOPT (barrier) in a modern and generic way, and unlocks a variety of novel methods. Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.

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