Why Optimization?

"Nothing in the world takes place without optimization, and there is no doubt that all aspects of the world that have a rational basis can be explained by optimization methods", Leonhard Euler (1744).

What is ERGO?

Centred around the Optimization and Operational Research research group in the School of Mathematics at the University of Edinburgh, the Edinburgh Research Group in Optimization (ERGO) is a loose association of researchers at the University of Edinburgh's Management School, Institute for Energy Systems, and the Roslin Institute.

ERGO also has active links with Format Solutions, Google, Amazon, National Grid and Stochastic Solutions. In the past, the group had links with Bioparametrics, Edinburgh Petroleum Services, France Télécom R&D, Yahoo!, SAS and Intel.


The main focus of the group is on mathematical and computing aspects of optimization. It has world-leading expertise in the solution of large sparse linear and quadratic problems by two of the core technologies in optimization - the simplex method and interior point methods. The group also has interests in nonlinear and global optimization, decomposition methods, parallel computing, industrial applications of optimization, and stochastic optimization. There is other expertise in simulation and stochastic areas of operational research, and in the mathematics of energy systems.

The group interacts with academics in Italy, Norway, China, France, Spain, Turkey, Brazil, India, USA and the UK.

Researchers from the OR Group have been invited to give plenary addresses at several major optimization conferences, to join international committees of several conferences, to organise specialised sessions/mini-workshops at these conferences, and to be on assessment panels for European grants.

See the ERGO preprints series page for current preprints, technical reports and recent publications.

The group has a strong experience in computational software. More information, background material and download links are in the ERGO software page.

The group meets regularly for seminars.

Research projects

EPSRC funded projects:

Sergio García Quiles, Jacek Gondzio and Jörg Kalcsics IP-MATCH: Integer programming for large and complex matching problems (2017-2020) EP/P029825/1 (EPSRC grant)
Ken McKinnon, Andreas Grothey, Chris Dent EPSRC National Centre for Energy Systems Integration (2016-2020) EP/P001173/1 (EPSRC grant)
Jacek Gondzio Computational design optimization of large-scale building structures: methods, benchmarking and applications (2016-2019) EP/N019652/1 (EPSRC grant)
Sergio García Quiles, Jacek Gondzio, Jörg Kalcsics and Sotirios Sabanis Risk Concentration Measurement (2016-2018) (EPSRC Impact Acceleration Account and Standard Life Investments)
Peter Richtárik Randomized algorithms for extreme convex optimization (2016-2020) EP/N005538/1 (EPSRC Early Career Fellowship)
Chris Dent Uncertainty analysis of hierarchical energy systems models: Models versus real energy systems (2014-2018) EP/K03832X/1 (EPSRC grant)
Chris Dent High Energy And Power Density (HEAPD) Solutions to Large Energy Deficits (2014-2017) EP/K036211/1 (EPSRC grant)
Chris Dent Green Growth Diagnostics for Africa (2014-2017) EP/L002507/1 (EPSRC grant)
Chris Dent Development and Evaluation of Sustainable Technologies for Flexible Operation of Conventional Power Plants (2013-2018) EP/K02115X/1 (EPSRC grant)
Peter Richtárik Accelerated Coordinate Descent Methods for Big Data Problems (2013-2015) EP/K02325X/1
Chris Dent Energy Storage for Low Carbon Grids (2012-2018) EP/K002252/1 (EPSRC grant)
Peter Richtárik, Jared Tanner Algorithms for Data Simplicity (2012-2013) EP/J020567/1
Jacek Gondzio, Burak Buke, Peter Richtárik Mathematics for Vast Digital Resources (2011-2014) EP/I017127/1
Mirella Lapata, Andreas Grothey Global inference for summarization using integer linear programming (2009-2012) EP/F055765/1
Ken McKinnon, Jacek Gondzio Preventing wide-area blackouts through adaptive islanding of transmission networks (2009-2012) EP/G060169
Andreas Grothey Warmstarting techniques for stochastic programming problems solved by interior point methods (2007-2009) EP/E036910/1
Jacek Gondzio Parallel solution of large scale structured nonlinear programs with interior point methods (2002-2005) GR/R99683/01
Jacek Gondzio Parallel solution of structured linear programs with interior point methods (1999-2001) GR/M68169

Industry funded research projects:

Jacek Gondzio Fast interior point method for linear programming problems (2017-2018) Google Research Award, Google, Paris, France
Julian Hall Fast approximate solution of linear programming problems (2016-2017) Google Research Award, Google, Paris, France
Jacek Gondzio Quantitative analysis of structured products (2009-2010) HEG, Geneva, Switzerland
Julian Hall Parallel solution of block-angular LP problems (2008-2011) SAS, Raleigh, USA
Jacek Gondzio Conveying structure from modeling language to a solver (2005-2007) Intel Corporation, Santa Clara, USA
Jacek Gondzio Stochastic programming for risk analysis for a class of optimization problems in telecommunications (2004-2006) France Télécom, Paris, France

International roles

Editorships in OR/Optimization journals


Awards to staff

Staff in the Operational Research and Optimization group have been awarded several prizes in recent years.

Study opportunities

PhD opportunities

The people and research page lists the research interests of the Staff members, and it is a good starting point for finding information on PhD topics and opportunities.

For additional information and on-line applications to the Operational Research and Optimization group, see also the Research Degrees (PhD) page.

MSc in Operational Research

We have started enrolling for the Operational Research MSc. For information see the Edinburgh OR MSc pages.

Where to find us

School of Mathematics James Clerk Maxwell Building King's Buildings Mayfield Road, Edinburgh EH9 3JZ Telephone: +44 131 650 5060 Fax: +44 131 650 6553 Directions