Professor, Combinatorics and Optimization
Director, Waterloo Research Institute in Insurance, Securities
and Quantitative Finance (WatRISQ)
Fellow, Society for Industrial and Applied Mathematics (SIAM)
Link to Google Scholar page
Research Program
My research program is concerned with the design and understanding of practical and efficient numerical algorithms for continuous optimization problems. My primary interest is the development of computational methods and tools for compute-intensive and challenging problems with emphasis on applications and computing methodologies such as automatic differentiation and cluster computing technologies. Application areas include structural design, data-mining, logistics and planning, protein structure, medical imaging and informatics, finance and risk-management.
Research Projects
Risk minimization with applications, computational finance
Global (and local) optimization with applications
Cluster computing for optimization solutions
Automatic differentiation technologies
Data Mining with Optimization
Large-scale and sparse optimization
Practical optimization and industrial logistics