Staff members

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.

Chris works broadly across energy systems analysis, with particular interests in electricity security of supply risk analysis, and in the use of computer models for decision support (the latter including both statistical uncertainty quantification, and also people/institutional aspects of the use of modelling). He also takes a general interest in optimisation methods for electricity generation scheduling, including for optimal power flow and unit commitment.

Mahdi's research interests lie primarily in mixed integer optimization, mathematical programming, polyhedral theory, mixed integer multi-objective optimization, and their applications, in particular in production planning, transportation and inventory routing planning, and metabolic engineering.

Sergio's research addresses the development of methods for integer programming and combinatorial optimization problems. He has been working on facility location problems, p-median problems and the split delivery vehicle routing problems.

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.

Joerg is interested in developing and implementing exact and heuristic algorithms to solve large-scale real-life problems from diverse areas of application, like facility location, districting, or service scheduling, taking time dynamic, uncertainty and reliability issues into account. He is also keen on combining different disciplines from mathematics and computer science, like combinatorial optimization, complexity theory, computational geometry, and calculus, to obtain structural results and exact solution approaches, e.g., for facility location problems with continuous demand.

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.

Honorary and visiting professors

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.

Research fellows

Postgraduate students

Dominik Csiba Optimization
Xavier Cabezas García Traffic light management
Jakub Konečný Gradient methods in machine learning
Nicolas Loizou Randomization techniques in optimization
Wenyi Qin Queueing theory
Lukas Schäfer Mixed integer programming applied to aerospace system architecture
Lukas Schork Theory and implementation of interior point methods
Rafael Silva Optimization
Ian Wallace Mixed-integer nonlinear optimization and power flows
Ran Zhang Mixed-integer nonlinear programming models in power systems

Associate members (University of Edinburgh)

Management School

Tom Archibald Richard Lumley Ryan Dunn

Laboratory for Foundations of Computer Science

Kousha Etessami

Institute for Energy Systems

Gareth Harrison

Usher Institute of Population Health Sciences and Informatics

Marco Colombo

Institute for Language, Cognition and Computation

Kristian Woodsend

Associate members (Other institutions)

Alan Clark Sybille Handley-Schachler Alexander Kuznetsov Edinburgh Petroleum Services
Crawford Buchanan Formerly Edinburgh Petroleum Services
Roy Fawcett Bioparametrics Ltd
Emmanuel Fragnière Haute école de gestion de Genève and University of Bath
Bill Morton Formerly University of Edinburgh Chemical Engineering
Narcís Nabona Universitat Politècnica de Catalunya
Adam Ouruou France Télécom R&D
John Pearson University of Kent
Paul Trodden University of Sheffield
Pavel Zhlobich

Former postdocs

Ioannis Dassios
Olivier Fercoq
Jaroslav Fowkes
Pablo Gonzalez
Robert Gower
Jakub Marecek
Ademir Ribeiro
Zheng Qu
Rachael Tappenden

Former students

Ghussoun Al-Jeiroudi Iterative methods in interior point methods
Cathy Buchanan Optimal control, nonlinear programming and interior point methods
Waqquas Ahmed Bukhsh Preventing blackouts and optimization of electricity transmission networks
Hanyi Chen Queueing theory
Naiyuan Chiang Interior point methods for the security-constrained optimal power flow
Marco Colombo Theory and implementation of interior point methods, stochastic programming
Kimon Fountoulakis Applications of matrix-free interior point methods
Pablo Gonzalez Interior point methods for combinatorial optimization
Robert Gower Randomized iterative methods for linear systems and inverting matrices
Danny Hamilton Decomposition and nonlinear diet problems
Jonathan Hogg Numerical linear algebra, reduced IPMs, efficient matrix factorization, parallel computing
Qi Huangfu High performance simplex methods for linear programming
Natalia Issaeva Stochastic programming in the energy industry
Tomas Lågland Financial Optimization
Teresa Mayer Global Optimization
Feng Qiang Parallel implementation of interior point methods
Tim Schulze Stochastic programming for hydro-thermal unit commitment
Ed Smith Parallel solution of block-angular LP problems
Martin Takáč Serial, parallel and distributed coordinate descent methods for big data optimization
Andrew Thompson Optimization and compressed sensing
Kristian Woodsend Optimization methods applied to machine learning
Xi Yang Optimization problems arising in risk modelling
Xinan Yang Stochastic programming in the telecommunication industry
Yiming Yan Nonlinear optimization
Yu Yu Stochastic ship routing problem, stochastic programming in the energy supply industry
Qun Zhang Financial optimization