In a mathematical programme one tries to minimise (or maximise) of a function given a set of constraints. Conic programming is the special case of this where one is optimising the function over a conic section. Conic programming covers a surprisingly wide class of problems and efficient solution algorithms are allowing one to solve previously intractable problems. This report outlines the basic theory of conic programmes before presenting some of its applications. Written under the supervision of Adam Letchford
Particles filters are used to make inference about underlying states based on noisy observations. This poster introduces two basic particle filters and applies them to a tracking problem.
Operational Research came to prominence during the second world war where it was used to great effect by the allies. This website describes the work Coastal Command Operational Research Section did against the persistant threat of German U-boats.
Welcome. I am currently a senior research associate at Centre for Transport and Logistic based in Lancaster University working on the OR-MASTER project.
My interests lie in the areas of optimization, applied probability and statistics, and I have worked on applications in logistics and telecommunications. My PhD research concerned scenario generation which is an issue that arises in stochastic programming. I was jointly supervised by Stein Wallace and Amanda Turner.
I also have a strong interest in developing statistical software packages and have in particular developed packages for Julia. See the Software tab for a full list.
Last updated on 21 May, 2019.