We have a 30-year track record of research in computational optimisation and decision-making under uncertainty. Early research 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.
Our current interests include (i) stochastic and robust optimisation, (ii) mixed-integer nonlinear optimisation, (iii) applications in energy production, capacity planning, manufacturing and distribution models under uncertainty, (iv) financial engineering and risk management.
- Designing and Implementing Algorithms for Mixed-Integer Nonlinear Optimisation, 18–23 Feb 2018, Dagstuhl Seminar 18081
- 17th British-French-German Conference on Optimisation, 15-17 June 2015
- 9th International Conference on Computational Management Science, 18-20 April 2012