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
Operational Research
and Optimization 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 Agriculture/IERM department, together with the
Optimization group
at the University of Dundee, and the Numerical Analysis groups at the
Oxford University Computing Laboratory
and the
Rutherford Appleton Laboratory.
ERGO also has links with
Bioparametrics,
Edinburgh Petroleum Services,
Format International,
France Télécom R&D,
Yahoo!,
SAS,
Intel and
Stochastic Solutions.
Research
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.
The group interacts with academics in Italy, Norway, China, France, Spain,
Turkey, Brazil, USA and the UK. Two of the visiting professors, Roger Fletcher
and Nick Gould, are world leaders in continuous optimization.
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:
Peter Richtárik
Accelerated Coordinate Descent Methods for Big Data Problems
(2013-2015) EP/K02325X/1
Peter Richtárik, Jared Tanner
Algorithms for Data Simplicity
(2012-2013) EP/J020567/1
Coralia Cartis
Optimal Newton-Type Algorithms for Large-Scale Nonlinear Optimization
(2011-2013) EP/I028854/1
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
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
- Andreas Grothey is the
Vice-Chair of the European Exascale Software Initiative (EESI)
Activity Group 4.3 on Numerical libraries, solvers and algorithms.
- Andreas Grothey is a member of the Managing Board of the
EURO Continuous Optimization Working
Group.
- Julian Hall is the
Project Manager for the
Clp LP solver of the open-source COIN-OR initiative.
- Ken McKinnon is the UK member of the
Management Committee of the ICT COST Action TD1207 "Mathematical
Optimization in the Decision Support Systems
for Efficient and Robust Energy Networks".
- Peter Richtárik serves on evaluation panels for
EU FP7/Horizon2020 grant proposals.
Awards
Awards to staff
Staff in the Operational Research and Optimization group
have been awarded several prizes in recent years.
-
Julian Hall was awarded the
Computational Optimization and Applications best paper prize for 2013,
for the paper "Parallel distributed-memory simplex for large-scale
stochastic LP problems".
-
Peter Richtárik was
nominated for the 2014 Microsoft Research Faculty Fellowship
(selected universities can nominate a single candidate).
-
Julian Hall won the COIN-OR
INFORMS 2013 Cup for the best use of open-source COIN-OR software, for
the paper "Parallel distributed-memory simplex for large-scale stochastic LP
problems".
-
Olivier Fercoq was awarded
Best PhD Thesis Prize, Gaspard Monge Program for Optimization and
Operations Research (the prize recognizes two doctoral theses defended in
France in 2012, in mathematics or computer science, with significant
contributions to optimization and operations research, both from a theoretical
and applied point of view, and attracts a 1,000 EUR check).
-
Sergio García
Quiles received the Ramiro Melendreras 2009 Award by the Spanish
Society of Statistics and Operations Research to the best paper by a young
researcher, for the paper "Solving large p-median problems with a radius
formulation".
-
Roger Fletcher
was awarded the 2006 Society for Industrial and Applied Mathematics (SIAM)
Lagrange Prize in Continuous Optimization, having been awarded the
1997 George B. Dantzig Prize by SIAM and the Mathematical Programming
Society.
-
Coralia Cartis
was awarded second prize at the 2005 edition
of the Leslie Fox Prize
in Numerical Analysis (The Institute of Mathematics and its Applications).
-
Julian Hall and
Ken McKinnon
were awarded the Computational Optimization and Applications
best paper
prize for 2005.
-
Jacek Gondzio
was awarded the Computational Optimization and Applications
best paper
prize for 2004.
Awards to our PhD students
-
Jakub Konečný won the
2014 Google Europe
Doctoral Fellowshp.
-
Pedro Munari won the
1st Prize for the Best PhD
Dissertation in Applied Mathematics in Brazil for his dissertation
"Theoretical and computational issues for improving the performance of linear
optimization methods".
-
Martin Takáč was awarded the following:
- 2013, 16th IMA Leslie Fox Prize (2nd prize), Parallel coordinate descent methods for big data optimization
- 2013, SIAM Certificate in recognition of outstanding efforts and accomplishments on behalf of the SIAM Chapter at the University of Edinburgh for academic year 2012-2013
- 2012, INFORMS Computing Society Student Paper Award 2012 (sole runner-up), Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, Phoenix, USA
- 2012, Best Talk at the SIAM National Student Chapter Conference, How to climb a hill in billion dimensions using a coin and a compass?, Manchester, United Kingdom
- 2012, Best Talk at the Edinburgh Postgraduate Colloquium, Inpainting (also nominated in categories: Best Delivery, Most Entertaining)
- 2012, Alice Margaret Campbell Bequest Fund Award (for success in first year of PhD)
- 2011, Certificate of Appreciation at the 24th Biennial Conference on Numerical Analysis, Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, Glasgow
- 2011, Best Poster at the Edinburgh SIAM Student Chapter Conference, A randomized coordinate descent method for large-scale truss topology design, Edinburgh
-
Marco Colombo
won the 2007 BA Perspectives competition with the poster
Optimization: the science
of the best.
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
Graduate School website.
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
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