"Nothing in the world takes place without optimization,
and there is no doubt that all aspects of the world that have
a rational basis can be explained by optimization methods",
What is ERGO?
Centred around the
and Optimization research group in the School of Mathematics at the
University of Edinburgh,
the Edinburgh Research Group in Optimization (ERGO) is a loose
association of researchers at the University of Edinburgh's Management School,
Institute for Energy Systems,
and the Agriculture/IERM department, together with the
at the University of Dundee, and the Numerical Analysis groups at the
Oxford University Computing Laboratory
Rutherford Appleton Laboratory.
ERGO also has active links with
National Grid and
In the past, the group had links with
Bioparametrics, Edinburgh Petroleum Services, France Télécom R&D,
The main focus of the group is on mathematical and computing aspects of
optimization. It has world-leading expertise in the solution of large sparse
linear and quadratic problems by two of the core technologies in optimization -
the simplex method and interior point methods.
The group also has interests in nonlinear and global
optimization, decomposition methods, parallel computing, industrial
applications of optimization, and stochastic optimization. There is
other expertise in simulation and stochastic areas of operational research,
and in the mathematics of energy systems.
The group interacts with academics in Italy, Norway, China, France, Spain,
Turkey, Brazil, India, USA and the UK.
Researchers from the OR Group have been invited to give plenary addresses
at several major optimization conferences, to join international committees
of several conferences, to organise specialised sessions/mini-workshops
at these conferences, and to be on assessment panels for European grants.
See the ERGO preprints series page for
current preprints, technical reports and recent publications.
The group has a strong experience in computational software. More
information, background material and download links are in the
ERGO software page.
The group meets regularly for seminars.
EPSRC funded projects:
Sergio García Quiles, Jacek Gondzio and Jörg Kalcsics
IP-MATCH: Integer programming for large and complex matching problems
(2017-2020) EP/P029825/1 (EPSRC grant)
Ken McKinnon, Andreas Grothey, Chris Dent
EPSRC National Centre for Energy Systems Integration
(2016-2020) EP/P001173/1 (EPSRC grant)
Computational design optimization of large-scale
building structures: methods, benchmarking and applications
(2016-2019) EP/N019652/1 (EPSRC grant)
Sergio García Quiles, Jacek Gondzio, Jörg Kalcsics and Sotirios Sabanis
Risk Concentration Measurement
(2016-2018) (EPSRC Impact Acceleration Account and Standard Life Investments)
Randomized algorithms for extreme convex optimization
(2016-2020) EP/N005538/1 (EPSRC Early Career Fellowship)
Uncertainty analysis of hierarchical energy systems models:
Models versus real energy systems
(2014-2018) EP/K03832X/1 (EPSRC grant)
High Energy And Power Density (HEAPD) Solutions to Large
(2014-2017) EP/K036211/1 (EPSRC grant)
Green Growth Diagnostics for Africa
(2014-2017) EP/L002507/1 (EPSRC grant)
Development and Evaluation of Sustainable
Technologies for Flexible Operation of Conventional Power Plants
(2013-2018) EP/K02115X/1 (EPSRC grant)
Accelerated Coordinate Descent Methods for Big Data Problems
Energy Storage for Low Carbon Grids
(2012-2018) EP/K002252/1 (EPSRC grant)
Peter Richtárik, Jared Tanner
Algorithms for Data Simplicity
Jacek Gondzio, Burak Buke, Peter Richtárik
Mathematics for Vast Digital Resources
Mirella Lapata, Andreas Grothey
Global inference for summarization using integer linear programming
Ken McKinnon, Jacek Gondzio
Preventing wide-area blackouts through adaptive islanding of transmission networks
Warmstarting techniques for stochastic programming problems solved by interior point methods
Parallel solution of large scale structured nonlinear
programs with interior point methods
Parallel solution of structured linear programs with
interior point methods
Industry funded research projects:
Fast interior point method for linear programming problems
(2017-2018) Google Research Award, Google, Paris, France
Fast approximate solution of linear programming problems
(2016-2017) Google Research Award, Google, Paris, France
Quantitative analysis of structured products
(2009-2010) HEG, Geneva, Switzerland
Parallel solution of block-angular LP problems
(2008-2011) SAS, Raleigh, USA
Conveying structure from modeling language to a solver
(2005-2007) Intel Corporation, Santa Clara, USA
Stochastic programming for risk analysis for a class of
optimization problems in telecommunications
(2004-2006) France Télécom, Paris, France
Editorships in OR/Optimization journals
- Chris Dent: Editor of the Sustainable Energy, Grids and
- Jacek Gondzio: Associate Editor for Computational Optimization
and Applications (2001-present), European Journal of Operational Research
(2015-2017), Mathematical Programming Computation (2008-present) and
Optimization Methods and Software (2013-present).
- Andreas Grothey: Technical Editor for Mathematical Programming
- Julian Hall: Technical Editor for Mathematical Programming
Awards to staff
Staff in the Operational Research and Optimization group
have been awarded several prizes in recent years.
Julian Hall was awarded the
Computational Optimization and Applications best paper prize for 2015,
for the paper "Novel update techniques for the revised simplex method".
Olivier Fercoq and
Peter Richtárik received
the SIAM SIGEST Outstanding Paper Award (2016).
won a 2014 Durham University award for excellent in research impact.
Julian Hall was awarded the
Computational Optimization and Applications best paper prize for 2013,
for the paper "Parallel distributed-memory simplex for large-scale
stochastic LP problems".
Peter Richtárik was
nominated for the 2014 Microsoft Research Faculty Fellowship
(selected universities can nominate a single candidate).
Julian Hall won the COIN-OR
INFORMS 2013 Cup for the best use of open-source COIN-OR software, for
the paper "Parallel distributed-memory simplex for large-scale stochastic LP
won the 2012 IET Mike Sargeant Young Engineer Career Achievement Award.
Olivier Fercoq was awarded
Best PhD Thesis Prize, Gaspard Monge Program for Optimization and
Operations Research (the prize recognizes two doctoral theses defended in
France in 2012, in mathematics or computer science, with significant
contributions to optimization and operations research, both from a theoretical
and applied point of view, and attracts a 1,000 EUR check).
Quiles received the Ramiro Melendreras 2009 Award by the Spanish
Society of Statistics and Operations Research to the best paper by a young
researcher, for the paper "Solving large p-median problems with a radius
Julian Hall and
were awarded the Computational Optimization and Applications
prize for 2005.
was awarded the Computational Optimization and Applications
prize for 2004.
Awards to our PhD students
Dominic Csiba won the
Best Contribution Award (2nd place) at Optimization and Big Data 2015
for the paper "Stochastic dual coordinate ascent with adaptive
Jakub Konečný won the
Contribution Prize at the 2015 International BASP Frontiers Workshop.
Robert Gower won the
Talk Prize in the Irish Applied Mathematics Research Students'
Meeting for his talk on "Hunting Inverses of Matrix Fields".
Jakub Konečný won the
2014 Google Europe
Pedro Munari won the
1st Prize for the Best PhD
Dissertation in Applied Mathematics in Brazil for his dissertation
"Theoretical and computational issues for improving the performance of linear
Martin Takáč was awarded the following:
- 2014, OR Society Best PhD Dissertation Award
- 2013, 16th IMA Leslie Fox Prize (2nd prize), Parallel coordinate descent methods for big data optimization
- 2013, SIAM Certificate in recognition of outstanding efforts and accomplishments on behalf of the SIAM Chapter at the University of Edinburgh for academic year 2012-2013
- 2012, INFORMS Computing Society Student Paper Award 2012 (sole runner-up), Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, Phoenix, USA
- 2012, Best Talk at the SIAM National Student Chapter Conference, How to climb a hill in billion dimensions using a coin and a compass?, Manchester, United Kingdom
- 2012, Best Talk at the Edinburgh Postgraduate Colloquium, Inpainting (also nominated in categories: Best Delivery, Most Entertaining)
- 2012, Alice Margaret Campbell Bequest Fund Award (for success in first year of PhD)
- 2011, Certificate of Appreciation at the 24th Biennial Conference on Numerical Analysis, Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, Glasgow
- 2011, Best Poster at the Edinburgh SIAM Student Chapter Conference, A randomized coordinate descent method for large-scale truss topology design, Edinburgh
won the 2007 BA Perspectives competition with the poster
Optimization: the science
of the best.
The people and research page lists the research
interests of the Staff members, and it is a good starting point for finding
information on PhD topics and opportunities.
For additional information and on-line applications to the Operational
Research and Optimization group, see also the
Degrees (PhD) page.
MSc in Operational Research
We have started enrolling for the Operational Research MSc.
For information see the
Edinburgh OR MSc pages.
Where to find us
School of Mathematics
James Clerk Maxwell Building
Mayfield Road, Edinburgh EH9 3JZ
Telephone: +44 131 650 5060 Fax: +44 131 650 6553