First grant success for OR lecturer

Alain Zemhoko, who is Lecturer in OR in the Department of Mathematics, has just been awarded a First Grant by the Engineering & Physical Sciences Research Council.

Alain's research involves the development of theoretical and numerical methods to understand and solve bilevel optimization problems. These are optimization problems involving two levels (leader and follower)  of decision-making. The bilevel paradigm is a powerful tool to model a wide range of real-world problems. However, solving bilevel optimization problems is a very challenging task.

This grant will be used to develop efficient Newton-type methods that will lead to the first general purpose solver for bilevel optimization problems. The project will also contribute to bring this class of problems in main stream of research in numerical optimization. Experiments on the methods to be developed will be conducted on problems from transportation, data science and forecasting.