Why Optimization?

"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", Leonhard Euler (1744).

What is ERGO?

Centred around the Operational Research 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 Optimization group at the University of Dundee, and the Numerical Analysis groups at the Oxford University Computing Laboratory and the Rutherford Appleton Laboratory.

ERGO also has links with Bioparametrics, Edinburgh Petroleum Services, Format International, France Télécom R&D, Yahoo!, SAS, Intel and Stochastic Solutions.

Research

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.

The group interacts with academics in Italy, Norway, China, France, Spain, Turkey, Brazil, USA and the UK. Two of the visiting professors, Roger Fletcher and Nick Gould, are world leaders in continuous optimization.

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.

Research projects

EPSRC funded projects:

Jacek Gondzio 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)
Peter Richtárik Randomized algorithms for extreme convex optimization (2016-2020) EP/N005538/1 (EPSRC Early Career Fellowship)
Peter Richtárik Accelerated Coordinate Descent Methods for Big Data Problems (2013-2015) EP/K02325X/1
Peter Richtárik, Jared Tanner Algorithms for Data Simplicity (2012-2013) EP/J020567/1
Coralia Cartis Optimal Newton-Type Algorithms for Large-Scale Nonlinear Optimization (2011-2013) EP/I028854/1
Jacek Gondzio, Burak Buke, Peter Richtárik Mathematics for Vast Digital Resources (2011-2014) EP/I017127/1
Mirella Lapata, Andreas Grothey Global inference for summarization using integer linear programming (2009-2012) EP/F055765/1
Ken McKinnon, Jacek Gondzio Preventing wide-area blackouts through adaptive islanding of transmission networks (2009-2012) EP/G060169
Andreas Grothey Warmstarting techniques for stochastic programming problems solved by interior point methods (2007-2009) EP/E036910/1
Jacek Gondzio Parallel solution of large scale structured nonlinear programs with interior point methods (2002-2005) GR/R99683/01
Jacek Gondzio Parallel solution of structured linear programs with interior point methods (1999-2001) GR/M68169

Industry funded research projects:

Julian Hall Fast approximate solution of linear programming problems (2016-2017) Google Research Award, Google, Paris, France
Jacek Gondzio Quantitative analysis of structured products (2009-2010) HEG, Geneva, Switzerland
Julian Hall Parallel solution of block-angular LP problems (2008-2011) SAS, Raleigh, USA
Jacek Gondzio Conveying structure from modeling language to a solver (2005-2007) Intel Corporation, Santa Clara, USA
Jacek Gondzio Stochastic programming for risk analysis for a class of optimization problems in telecommunications (2004-2006) France Télécom, Paris, France

International roles

Editorships in OR/Optimization journals

Awards

Awards to staff

Staff in the Operational Research and Optimization group have been awarded several prizes in recent years.

Awards to our PhD students

Study opportunities

PhD opportunities

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 Graduate School website.

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 King's Buildings Mayfield Road, Edinburgh EH9 3JZ Telephone: +44 131 650 5060 Fax: +44 131 650 6553 Directions