Tom Coleman

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