Jacek Gondzio

Professor Jacek Gondzio

School of Mathematics
The University of Edinburgh, Scotland, UK
J.Gondzio@ed.ac.uk
CV and Publications
Selected recent talks
Video lectures
Popular press
HOPDM IPM solver
PDCGM software
OOPS IPM solver

Research Interests

Editorships

PhD/MPhil Students:

Very Large-Scale Constrained NonLinear Optimization

Together with Andreas Grothey we solved (May 2005) a large financial planning problem:
a quadratic program with 353 million constraints and 1010 million variables.

Matrix-Free Interior Point Method

Read about the Matrix-Free IPM (Oct 2009, published in COAP).
Survey on IPMs: IPMs 25 Years Later (Feb 2011, published in EJOR).
Theoretical background: Inexact Search Directions in IPMs (July 2012, published in SIOPT).
Application: Quantum Information (April 2012, published in J of CAM).

2nd Order Methods for Big Data (Convex, Unconstrained) Optimization

Read about the 2nd order method for solving L1-regularization problems (April 2014, published in Math Prog A).

Read about solving the Big Data optimization problem of size one trillion (2^40) (March 2015, published in COAP).

Software development:

  Linear, Quadratic & Convex Nonlinear Optimization with IPMs:
HOPDM (Higher Order Primal-Dual Method) is an efficient implementation of the multiple centrality correctors variant of the primal-dual method for large scale linear and convex quadratic optimization. An option to work matrix-free has recently been added to it. The earlier version of HOPDM is available for research use.

  Column Generation/Cutting Planes with IPMs:
PDCGM (Primal-Dual Column Generation Method) is an interior point based environment for decomposition and nondifferentiable optimization. The code is available for research use.

  Parallel Large-Scale Optimization with IPMs:
OOPS (Object-Oriented Parallel structure exploiting interior point Solver) is a new generation of software for optimization of unequalled computing power.

24 students attended the Operational Research MSc programme in 2002/2003.
27 students attended the Operational Research MSc programme in 2003/2004.
23 students attended the Operational Research MSc programme in 2004/2005.
31 students attended the Operational Research MSc programme in 2005/2006.
41 students attended the Operational Research MSc programme in 2006/2007.
46 students attended the Operational Research MSc programme in 2007/2008.
52 students attended the Operational Research MSc programme in 2008/2009.
41 students attended the Operational Research MSc programme in 2009/2010.
58 students attended the Operational Research MSc programme in 2010/2011.
55 students attended the Operational Research MSc programme in 2011/2012.
65 students attended the Operational Research MSc programme in 2012/2013.
45 students attended the Operational Research MSc programme in 2013/2014.
47 students attended the Operational Research MSc programme in 2014/2015.
61 students attended the Operational Research MSc programme in 2015/2016.
We have started enrolling for the 2016/2017 OR MSc.
For information see Edinburgh OR MSc.

Teaching in 2015/2016:
  MATH11111: Fundamentals of Optimization (Semester 1, Y4/5 Maths and several MSc's)
  MATH11032: Large Scale Optimization for Data Science (Semester 2, Y4/5 Maths and several MSc's)

Address and phone numbers

J. Gondzio
School of Mathematics
The University of Edinburgh
James Clerk Maxwell Building
Peter Guthrie Tait Road
King's Buildings, EH9 3FD Edinburgh, UK.
Phone: +44 131 650 8574
Fax: +44 131 650 6553
E-mail: J.Gondzio@ed.ac.uk