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wilmerhenao

Discovered public repositories for wilmerhenao in the GitHub catalog.

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wilmerhenao/qpfortran

This is a version of qp special for fortran. Mike Overton and I decided to create this because we want to test a new finishing condition for Jorge Nocedal's LBFGSB optimizer

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wilmerhenao/lbfgsfortran

This is mostly the work of Jorge Nocedal and his team. I just changed pieces of the code to make it work with nonsmooth functions

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wilmerhenao/BFGS

This is an original project that I got from Allan Kaku and Anders Skajaa and posted original on the website http://cims.nyu.edu/~aak357/ The original code has changed a lot and now it takes into account everything in a unified template system

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wilmerhenao/Montecarlo-CURAND

Testing the usefulness of CURAND to generate random numbers and using that to price asian, knock-in, knock-out, golden, ALK options

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wilmerhenao/Loop-Scheme

Illustrating a loop scheme example from a homework. This is so that you can create soft images with just a few points. Some obj files are provided. A rocket is used by default

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