Pavel Zhlobich
Research Assistant (Postdoc)
Edinburgh Reseach Group in Optimization (ERGO)
School of Mathematics,
University of Edinburgh
Pavel obtained his Ph.D. in 2010 under the supervision of Vadim Olshevsky in Applied Mathematics at the University of Connecticut (UCONN). He completed his undergraduate degree in Applied Physics and Mathematics at Moscow Institute of Physics and Technology (MIPT). In Moscow Pavel also worked at the Institute of Numerical Mathematics, Russian Academy of Science (INM RAS) in the group of Eugene Tyrtyshnikov.
Research Interests:
- Scientific computing and numerical linear algebra, error analysis
- Matrix theory, structured matrices, matrices with low-rank structure
- Tensor computations
- Mathematical finance, portfolio theory, risk measures
- Orthogonal polynomials, Szegö polynomials
- Large scale optimization, Interior point methods for LP, QP and NLP
- Signal processing and control theory
News:
- I've contributed regression of multivariate functions to the Tensor Train Toolbox.
- DQDS algorithm for polynomial root-finding, see the Software section.
- I am organizing our group's regular Reading Seminars.
