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Computational Optimisation Group |

Quantitative Analysis and Decision Science. Royal Academy of Engineering Video. Computational Optimisation Group members at the Queen's Lawn (May, 2017). Associated academics include Dr Panos Parpas, Prof Berc Rustem, Prof Wolfram Wiesemann, Dr Ruth Misener, and Dr Marc Deisenroth. PhD student Georgia Kouyialis (left) presents her work on symmetry in mathematical optimisation at the 2016 Centre for Process Systems Engineering Annual Meeting. Our current interests include (i) stochastic and robust optimis...

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Computational Optimisation Group | | optimisation.doc.ic.ac.uk Reviews
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Quantitative Analysis and Decision Science. Royal Academy of Engineering Video. Computational Optimisation Group members at the Queen's Lawn (May, 2017). Associated academics include Dr Panos Parpas, Prof Berc Rustem, Prof Wolfram Wiesemann, Dr Ruth Misener, and Dr Marc Deisenroth. PhD student Georgia Kouyialis (left) presents her work on symmetry in mathematical optimisation at the 2016 Centre for Process Systems Engineering Annual Meeting. Our current interests include (i) stochastic and robust optimis...
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Computational Optimisation Group | | optimisation.doc.ic.ac.uk Reviews

https://optimisation.doc.ic.ac.uk

Quantitative Analysis and Decision Science. Royal Academy of Engineering Video. Computational Optimisation Group members at the Queen's Lawn (May, 2017). Associated academics include Dr Panos Parpas, Prof Berc Rustem, Prof Wolfram Wiesemann, Dr Ruth Misener, and Dr Marc Deisenroth. PhD student Georgia Kouyialis (left) presents her work on symmetry in mathematical optimisation at the 2016 Centre for Process Systems Engineering Annual Meeting. Our current interests include (i) stochastic and robust optimis...

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optimisation.doc.ic.ac.uk optimisation.doc.ic.ac.uk
1

Publications

http://optimisation.doc.ic.ac.uk/inbook.html

K Frauendorfer, D. Kuhn and M. Schürle. In Stochastic Programming: The State of the Art, In Honor of George B. Dantzig. Chapter “Barycentric bounds in stochastic programming: Theory and application,” pp. 67-96. Springer, 2011. P Parpas and B. Rustem. In Encyclopedia of Optimization. Chapter “Decomposition algorithms for the solution of multistage mean-variance optimization problems,” pp. 619-627. 2nd ed., 2009. P Parpas and B. Rustem. In Encyclopedia of Optimization. Inbook{Parpas2009b, author = {Parpas,...

2

Publications

http://optimisation.doc.ic.ac.uk/underreview.html

G Hanasusanto, D. Kuhn and W. Wiesemann. “Two-Stage Robust Integer Programming.” Available on Optimization Online, submitted for publication, 2014. Misc{Hanasusanto2014, author = {Hanasusanto, G.A. and Kuhn, D. and Wiesemann, W.}, title = {Two-Stage Robust Integer Programming}, year = {2014}, note = {Available on Optimization Online, submitted for publication}, url = {http:/ www.optimization-online.org/DB HTML/2014/03/4294.html} }. Misc{Wiesemann2013, author = {Wiesemann, W. and Kuhn, D. and Sim,...A Geo...

3

PhD Students

http://optimisation.doc.ic.ac.uk/phdstudents.html

Radu Baltean-Lugojan is a PhD student in the Department of Computing (QUADS group) at Imperial College London, under the supervision of Dr. Ruth Misener and Dr. Panos Parpas. He received EPSRC funding, and previously obtained the MEng Computing degree from Imperial College London. For more information, visit Radu's homepage. Or why not email him. For more information, visit Chin Pang's homepage. Or why not email him. For more information, visit Vahan's homepage. Or why not email him. Sei Howe is a PhD st...

4

COG Reading Group

http://optimisation.doc.ic.ac.uk/reading_group.html

Monday 16 March 2015. A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization. Time: 5:00 PM (duration: 1 hour). Monday 9 March 2015. Leader: Grani Adiwena Hanasusanto. Time: 5:00 PM (duration: 1 hour). Monday 2 March 2015. In this talk we review some of the basic results of robust optimization using the classical duality theory. Leader: Grani Adiwena Hanasusanto. Time: 5:00 PM (duration: 1 hour). Monday 23 February 2015. Time: 5:00 PM (duration: 1 hour). Monday 16 February 2015. A symbolic...

5

British-French-German Conference on Optimization 2015

http://optimisation.doc.ic.ac.uk/bfg2015

London, United Kingdom. The conference has ended. The BFG2015 Programme Committee can be found here. The BFG2015 Plenary Speakers can be found here. Centre for Process Systems Engineering. Data Science Institute, Imperial College London. The conference will address all aspects of optimization and its applications, including:. Optimization theory and algorithm design. Robust and stochastic optimization. Variational inequalities and convex analysis. The conference is organised by:. The submission deadline ...

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Panos Parpas, Homepage

http://www.doc.ic.ac.uk/~pp500

Department of Computing, Imperial College London. I am a Senior Lecturer in the Computational Optimisation Group. Which is part of Quantitative Analysis and Decision Science (QUADS) section of the Department of Computing at Imperial College London. Before joining Imperial College I was a postdoctoral fellow at the MIT Energy Initiative. 2009-2011). Before that I was a quantitative associate at Credit-Suisse (2007-2009). I completed my PhD in computational optimization at Imperial College.

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Computational Optimisation Group |

Quantitative Analysis and Decision Science. Royal Academy of Engineering Video. Computational Optimisation Group members at the Queen's Lawn (May, 2017). Associated academics include Dr Panos Parpas, Prof Berc Rustem, Prof Wolfram Wiesemann, Dr Ruth Misener, and Dr Marc Deisenroth. PhD student Georgia Kouyialis (left) presents her work on symmetry in mathematical optimisation at the 2016 Centre for Process Systems Engineering Annual Meeting. Our current interests include (i) stochastic and robust optimis...

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