Burak's research interests mainly deals with problems involving parameter uncertainty in the broad areas of queueing theory and revenue management. He uses and develops stochastic programming techniques to solve real world problems. The application areas for his current research are pricing of tickets in airline networks and designing flexible systems under uncertainty.
Coralia's research addresses the development, convergence and complexity analyses and implementation of algorithms for linear and nonlinear nonconvex smooth optimization problems, suitable for large-scale problems. She is also interested in the interconnections between dynamical systems and continuous optimization; and optimization aspects of compressed sensing and sparse approximation.
Jacek is interested in the theory and implementation of optimization methods for linear, quadratic and nonlinear programming. He is also interested in the use of linear algebra techniques and sparse matrix factorisation methods applied in optimization. His interests include the use of parallel and distributed computing for solving real-life very large optimization problems arising in telecommunications, energy sector and finance.
Andreas is interested in decomposition methods for large scale nonlinear nonconvex constrained optimization; bundle methods; warmstarts for interior point methods; pooling problems.
Julian has a long-term interest in the development of algorithmic and computational techniques for solving large scale linear programming (LP) problems using the revised simplex method on both serial and parallel computers. A consequential research interest is the application of these techniques in other areas of computational optimization and linear algebra.
Ken works on global optimization, parallel linear programming and industrial applications of optimization in the chemical, oil and electricity industries.
Peter likes developing and analyzing efficient gradient methods for large-scale convex and nonconvex optimization problems. Recently he has worked on symmetric linear programming, optimization in relative scale and sparse principal component analysis.
Roger has been involved over many years in the development of the subject of Optimization and related topics. A focus of recent work has been a sequence of papers on how to guarantee termination in Linear and Quadratic Programming in the presence of degeneracy and round-off error. A production code for LP and QP, known as bqpd, was made avaiable in 1995. Together with Sven Leyffer, he has made new developments in Mixed Integer LP and QP, including a new proof of global convergence of Outer Approximation, and the demonstration of its worst-case behaviour.
Nick is interested in optimization, particularly in numerical methods for solving nonlinear, non-convex optimization problems involving a large number of unknowns and/or constraints. He is also interested in numerical linear algebra, particularly in aspects that arise from optimization applications. He has written a number of software packages for solving a variety of optimization and simultaneous equation problems. His particular favourite areas are (non-convex) quadratic programming, nonlinearly constrained optimization, trust-region methods, and methods for solving linear systems that arise from saddle-point problems.
Nicholas Radcliffe's research interests focus on evolutionary search algorithms. The particular focus of much of his work is the development of a formalism (forma analysis) to allow beliefs about the structure of a domain of search problems to be captured in such a way as to allow generic, problem-independent search algorithms to be applied to them mechanically. He also has research interests in machine learning, feature creation and stochastic programming.
Philippe's research addresses smooth nonlinear optimization problems, with an emphasis on the algorithmic viewpoint, ranging from convergence theory to numerical considerations and software development (LANCELOT, CUTEr, GALAHAD), as well as practical and multidisciplinary applications of optimization techniques. He is also interested in the analysis of transportation systems, including dynamic trafic modelling and demand estimation, as well as advanced behavioural models with applications in regional, national and european strategic transportation planning. Read Philippe's brief biography.
