Short bio
I am an associate professor in operational research at the
School of Mathematical Sciences
within the University of Southampton where I am affiliated to the
OR Group
and
CORMSIS. Prior to joining the University of Southampton, I was a Research
Fellow at the University of Birmingham and had previously worked as a Research
Associate at the Technical University of Freiberg. I am a
Fellow of the
Alan Turing
Institute for Data Science and Artificial Intelligence, a Fellow of the
Institute of Mathematics & Its Applications, and a
Fellow of the
Higher Education Academy.
I am also a regular member of SIAM,
MOS, and The OR Society.
Recent news
07 December 2021: New 4 year PhD position on the
development of optimization-based machine learning algorithms for practical industrial applications is available in my team.
Industrial funding for the project is provided by
Decision Analysis Services Ltd - more details can be found
here.
25 November 2021: My paper
Estimates of generalized Hessians for optimal value functions in mathematical programming
accepted for publication by Set-Valued and Variational Analysis
18 - 22 October 2021: Thank you to
Dr Maria Ceparano
for giving a short online course
on noncooperative game theory to our students this week; it was attended by postgraduate students from Southampton and a few other universities.
13 October 2021: I was giving an online talk
today at the LANS Seminar, ran by the
Argonne Laboratory for Applied Mathematics,
Numerical Software, and Statistics. Thank you to Jan Hückelheim and Vishwas Rao for organizing the seminar, as well as to all the participants,
especially to Sven Leyffer for the very interesting discussion that followed.
04 October 2021: Welcome to Dr Lateef Jolaoso and
David Benfield, joining my team from today, as Postdoc and PhD student, respectively.
Lateef will be working on the
EPSRC project on the development of approximations for two-level optimal value functions, while David will
be constructing numerical methods for Stackelberg adversarial learning problems.
16 September 2021: Congratulations to my MSc students
Tianjie Gu and Hanyu Wang, as well my Intern
Adithya Madhusoodanan
for their first conference presentation at OR63. All their presentations were around applying machine learning to
address various issues around the COVID-19 pandemic. See copies of their posters here:
Tianjie,
Hanyu ,
and Adithya.
10 August 2021: My paper
Semismooth Newton-type method for bilevel optimization: Global convergence and extensive numerical experiments
(with Andreas Fischer and Shenglong Zhou) accepted for publication by Optimization Methods and Software
03 August 2021: My paper
Deep learning methods for screening patients' S-ICD implantation eligibility
(with AJ Dunn, MH ElRefai, PR Roberts, S Coniglio, and BM Wiles) accepted for publication by Artificial Intelligence in Medicine
01 July 2021: My interview with
The OR Society's
Inside OR Magazine - It can be freely accessed
here.
If you are an OR/Optimization expert in the UK, you can also
join the EPSRC Peer Review College to enhance the visibility of OR and support research
funding for our community.
26 January 2021: Congratulations to Andrey Tin for successfuly passing his PhD viva today with minor corrections -
the Committee was made of Professors
Houduo Qi (Internal),
Oliver Stein (External), and
Giampaolo D'Alessandro (Chair)
21 December 2020: My paper
Last
Round Convergence and No-Dynamic Regret in Asymmetric Repeated Games
(with Le C Dinh, Long Tran-Thanh & Tri-Dung Nguyen)
to appear in Proceedings of Machine Learning Research 132:1-25, 2021
18 December 2020: EPSRC Project EP/V049038/1 is approved - advertisement for
related Postdoc position can be found here
03 December 2020: My paper
Gauss-Newton-type methods for bilevel optimization
(with Joerg Fliege and Andrey Tin) accepted by Computational Optimization and Applications
01 December 2020: My paper
Theoretical and numerical comparison of the Karush-Kuhn-Tucker
and value function reformulations in bilevel optimization
(with Shenglong Zhou) accepted by Computational Optimization and Applications
20 November 2020: My book
Bilevel Optimization: Advances and Next Challenges
(with Stephan Dempe) is published by Springer
06 October 2020: My paper
Sufficient optimality conditions in bilevel programming
(with Patrick Mehlitz) accepted by Mathematics of Operations Research
01 March 2020: Promotion to Associate Professor
18 October 2019: Organizing the
Workshop on
Optimization and Machine Learning - funded by
the Alan Turing Institute
27 May 2019: My paper
An inertial extrapolation method
for convex simple bilevel optimization
(with Yekini Shehu and Phan T Vuong) is published by Optimization Methods and Software
01 January 2019: Selected as Fellow of the
Alan Turing Institute for Data Science and Artificial Intelligence