operator-splitting

Finite differences, von Neumann stability and Lie vs Strang operator splitting, verified on Fisher-KPP; Gray-Scott patterns

PyTorch implementation of a two-block cascaded equilibrium iteration with convergence diagnostics and selected VRI results.

A Matlab implementation of the osmosis filtering for shadow removal and seamless cloning

End-to-End Python implementation of Devanathan et al.'s (2026) ADMM-based distributed optimization for institutional market impact mitigation. Features 3/2-power transaction cost modeling, proximal operator calculus, VAR(1) alpha generation, and 25-year walk-forward validation, via backtesting, across 434 assets. 

Solving the linear programming-based neural network verification problem through Alternating Direction Method of Multipliers (ADMM).

Tools to integrate Langevin equations for directed-percolation and absorbing phase transition models

Operator splitting can be used to design easy-to-train models for predict-and-optimize tasks, which scale effortlessly to problems with thousands of variables.

This is the class in matlab for convex optimization algorithms

Douglas-Rachford Splitting for Optimal Transport

R interface for OSQP

Visco-elasto-plasticity and fracture simulator with the material point method (MPM) -- the reference implementation of SIGGRAPH 2019 technical paper Silly Rubber and CD-MPM.