Research Interests
Optimization, Numerical Analysis, Scientific Computing
- Nonlinear optimization: algorithms, theory and software
- Optimization in computer-aided design
- Applications in finance (option pricing, portfolio optimization)
- Equilibrium problems with applications in robotics, traffic and games
- Optimization problems constrained by partial differential equations.
Projects
- KNITRO : an interior algorithm for nonlinear optimization
- PDE-constrained optimization
- Mathematical Programs with equilibrium constraints
- Successive linear programming algorithms
- Linear algebra: preconditioning