Deadline
The closing date for applications is 17:00 on
Friday 11th July. By this time the following documents must have been
provided: application form, degree certificate(s), two references and,
if necessary, certificate of English proficiency.
The project
This project will study parallel computing
techniques for solving large, sparse, block-angular linear programming
(LP) problems. Such problems consist of a collection of local LP
sub-problems, linked by a set of global constraints or variables. They
occur in a wide range of applications, from asset liability management
through decentralised planning to animal feed formulation. As a
specific example, illustrated above is the nonzero pattern of the
constraint matrix of a small multi-commodity flow test problem
resulting from the modelling of a patient-distribution system. The
solution techniques will be based on variants of the revised simplex
method. It is expected that the skills and experience developed
parallelising the solution of block-angular LP problems will be
applied to the problem of parallelising the solution of general LP
problems using the simplex method.
Skills required
A Mathematics background is not at all necessary
since the principal challenge is the development of specialised
techniques in high performance computational linear algebra. The
programming will be carried out in either C or Fortran. The student
will have to spend a lot of time on demanding parallel programming
tasks. I will be looking for a someone who is keen to do this and has
already demonstrated a very high degree of programming skill.
Training provided
The student will have the opportunity to attend
courses of the School's Operational Research MSc as well as High Performance
Computing MSc and training courses offered by the Edinburgh Parallel
Computing Centre
Timing and Funding
The project is expected to start on September 1st
2008 (although this date is flexible) and run for 3.5 years. The
funding comes from a large international software company and will
cover tuition fees and living expenses. The latter will be about
£15,000 per year for a UK/EU national and £10,500 per year
for an overseas student. This difference is due to the higher tuition
fees for non-EU students and is consistent with School stipend policy
for UK and non-UK students.
Resources
The University of Edinburgh has parallel computing
resources hosted by the Edinburgh Parallel Computing Centre
(EPCC). Founded at the University of Edinburgh in 1990, EPCC is a
leading European centre of expertise in advanced research, technology
transfer and the provision of supercomputer services to academia and
business. EPCC hosts other UK parallel computing resources, some of
which are expected to be available to this project.
The working environment
The Operational Research and Optimization group in the
School of Mathematics is world-class and leads the UK in the field of
computational optimization. The group's principal researcher is Jacek Gondzio (Interior-point methods and winner of
the COAP prize for 2004). In addition to this project's supervisor, Julian Hall (High-performance simplex solution
techniques for LP and winner of the COAP prize for 2005), other
members of the group are Andreas Grothey (Parallel techniques for
interior-point methods and stochastic optimization), Coralia Cartis (Nonlinear optimization) and the group
leader Ken McKinnon (Optimization and modelling). The group
also includes ten PhD students (two starting in September 2008) and
one post-doctoral researcher.
The competition
Since this studentship will give someone of any
nationality the opportunity to study high performance computational
optimization in a world-class group, it is expected to attract
top-class applicants so competition for the studentship will be
high.
To apply
If you are interested, please get in touch with
me. To make a formal (on-line) application (via the Maxwell
Institute Graduate School) you must first register. Note that the Maxwell Institute is an
umbrella for Mathematics research at the Universities of Edinburgh and
Heriot-Watt: the holder of the studentship would be a student of the
University of Edinburgh. Please mention that you are interested in the
"Block-angular LP studentship" when you complete the application
form.
Deadline
The closing date for applications is 17:00 on
Friday 11th July. By this time the following documents must have been
provided: application form, degree certificate(s), two references and,
if necessary, certificate of English proficiency.
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