Research Group on Optimisation

Optimisation is concerned with methods for finding the ‘best’ option when one is faced with a huge range of possible options. More formally, it deals with maximising (or minimising) a function of some decision variables, subject to various constraints.

Optimisation problems arise in a variety of contexts, having numerous applications not only in Operational Research, Operations Management and Quantitative Finance, but also in Mathematics, Physics, Statistics, Computer Science, Engineering, Computational Biology and even Sports! Optimisation is a truly multi-disciplinary field.

Current Research Activities

  • Professor Kevin GlazebrookDr Christopher Kirkbride and Dr Peter Jacko work on optimal policies for stochastic resource-allocation problems.  The classical approach to solving such problems, stochastic dynamic programming, becomes computationally infeasible once the system reaches a certain level of complexity. Current research focuses on alternative methods, based for example on Lagrangian relaxation, to develop near-optimal policies.
  • Professor Konstantinos G ZografosProfessor Richard Eglese and Dr Burak Boyaci are mainly interested in developing models and algorithms for practical problems which arise in the context of logistics, such as vehicle routing, facility location or airline scheduling problems. They are particularly interested in applications in which environmental considerations are an important factor.
  • Professor Adam Letchford, Dr Konstantinos Kaparis and Dr Trivikram Dokka work on exact solution methods and bounding procedures for hard optimisation problems. They work mainly on discrete (aka combinatorial) problems, but also occasionally on continuous (aka global) problems. The solution methods are typically based on linear, quadratic or semidefinite programming.
  • Professor Matthias Ehrgott works mainly on multi-objective combinatorial optimisation problems, and in particular on algorithms for producing complete and non-redundant sets of pareto-optimal solutions. He also has an interest in applications of optimisation to both medicine and transportation.
  • Professor Stein W Wallace's principal interest is in decision making under uncertainty.  He has worked with a broad range of applications, including portfolio management, energy, telecommunications and project scheduling.  He has worked on algorithmic and modelling issues in stochastic programming.
  • Professor Mike Wright researches into the development, analysis and implementation of metaheuristic techniques for solving complex real-life combinatorial problems with several objectives. Applications include problems arising in sport such as timetabling cricket fixtures. He is also interested in other applications of OR in Sports, including the analysis of tactical decisions in sports using dynamic programming.

For more details, see the respective staff web pages.

Potential topics

Whilst the group is always willing to discuss the ideas of potential students, there are also several ongoing research projects that students may want to get involved in. These are listed below. On the following pages further details of each project are given.

PhD student members are listed here.

If you would like to apply for a PhD, please see our PhD admissions page.