Overview

The Computational Optimisation Group at Imperial College has a 30-year track record of research in decision-making under uncertainty, stochastic and robust optimisation. Earlier research has focused on control and optimisation methods and applications to large-scale dynamic macroeconomic models (e.g. those of HM Treasury, the London Business School and the National Institute of Economic & Social Research). The methods have been used to provide written memoranda of evidence to the House of Commons Select Committee on the Treasury and Civil Service, and software has been supplied to HM Treasury for use with the HM Treasury model. Current interests of the group are stochastic and robust optimisation models, algorithms and their use in energy production, capacity planning, manufacturing and distribution models under uncertainty, financial engineering and risk management.

cms 2012

The CMS conference is an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of this conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods, models and empirical analysis for decision making in economics, engineering, finance and management.

The focus is on all computational aspects of management science: theoretical and empirical studies of computational methods, models and empirical analysis. These include computational economics, finance and statistics, energy, scheduling, supply chains, design, analysis and applications of optimisation algorithms, deterministic, dynamic, stochastic, robust and combinatorial optimisation models, solution algorithms, learning and forecasting such as neural networks and genetic algorithms, models and tools of knowledge acquisition, such as data mining, and all other topics in management science with the emphasis on computational paradigms.

Papers presented at the conference will be considered for publication in the Journal of Computational Management Science.

A CMS Best Student Paper Prize will be awarded at the CMS2012 conference.

The conference is organised by:

• Department of Computing, Imperial College London, and
• Centre for Process Systems Engineering, Imperial College London.

To find out more, please visit the CMS conference homepage.