Academic Members

Berç Rustem

Berc Rustem is Professor of Computational Methods in Operations Research and head of Quantitative Analysis and Decision Science Section in Department of Computing, Imperial College. He was formerly EPSRC Advanced Fellow, Senior Lecturer and Reader at Imperial College. His current interests are optimization algorithms, worst-case optimal decisions, stochastic optimization and their application to risk management in engineering design, economic policy, finance and defense. He is editor of Automatica and Computational Management Science, Advisory Editor of Journal of Economic Dynamics & Control (JEDC). He is on the editorial boards of several other journals and book series. He was principal investigator in research projects that led to the development of optimization software for nonlinear economic models, supplied to HM Treasury, and for financial and engineering risk management. He is the author of three research monographs on optimization algorithms, multiple-objective decisions and worst-case robust risk management, published by Springer-Verlag, J. Wiley and Princeton University Press.

For more information, visit Berç's homepage or why not email him.

Panos Parpas

Panos Parpas is a Senior Lecturer in the Quantitative Analysis and Decision Science (QUADS) section of the Department of Computing at Imperial College London. Before joining Imperial College he was a postdoctoral fellow at the MIT Energy Initiative (2009-2011). Before that he was a quantitative associate at Credit-Suisse (2007-2009). He completed his PhD in computational optimization at Imperial College in 2006.
Panos Parpas is interested in the development and analysis of quantitative optimization models under uncertainty. Stochastic optimization models are used in many areas such as economics, finance, engineering, and energy systems. Realistic models have a large number of variables, and multiple interactions across time and space. Advanced computational methods, and analytical approximations that take advantage of problem structure are needed in order to analyze realistic models. I am interested in both the development of computational methods and applications.

For more information, visit Panos' homepage or why not email him.

Ruth Misener

Dr Ruth Misener is a Lecturer of Computational Optimisation in the ICL Department of Computing (beginning September 2014). Foundations of her research are in numerical optimisation algorithms and computational software frameworks; current applications include bioprocess optimisation under uncertainty and petrochemical process network design and operations.
Ruth concurrently holds a Royal Academy of Engineering Research Fellowship (2012–2017) in association with the Centre for Process Systems Engineering and the Biological Systems Engineering Laboratory. She received an SB from MIT (2007), an MA from Princeton University (2009), and a PhD from Princeton University (2012); all degrees are in chemical engineering. Ruth has co-authored several publicly-available software tools for global optimisation including: APOGEE (pooling); GloMIQO (MIQCQP); ANTIGONE (MINLP).

For more information, visit Ruth's homepage or why not email her.

Wolfram Wiesemann

Dr Wolfram Wiesemann is an Associate Professor at Imperial College Business School. Wolfram studies tractable solution schemes for stochastic and robust optimisation problems, as well as their applications in operations management, energy systems and finance. Wolfram’s research has been published in leading optimisation journals including Operations Research, Management Science, Mathematical Programming, Mathematics of Operations Research and SIAM Journal on Optimization. He is the author of a recent research monograph on the computational aspects of operations management under uncertainty (Springer). Wolfram has been a visiting researcher at the Institute of Statistics and Mathematics at Vienna University of Economics and Business (2010), the Computer-Aided Systems Laboratory at Princeton University (2011) and the Industrial Engineering and Operations Research Department at Columbia University (2012).

For more information, visit Wolfram's homepage or why not email him.

Dimitrios Letsios

Dimitrios Letsios has very recently joined Imperial College as a postdoctoral researcher. Previously, he has served as a postdoctoral researcher with teaching duties at the University of Nice - Sophia Antipolis (2015-2016), at the Technical University of Munich (2014-2015) and at University Pierre and Marie Curie (2013-2014). Before, he obtained his PhD degree at the University of Evry in Paris (2010-2013) and his MSc and BSc degrees at Athens University of Economics and Business (2004-2010). His research interests lie in theoretical computer science and, more specifically, the design of algorithms with proven performance guarantees (approximation algorithms). He has mainly worked on scheduling problems taking into account the energy consumption and communication costs of computing systems.

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Past Members

Daniel Kuhn

Daniel Kuhn is a senior lecturer in the Department of Computing at Imperial College London. Before taking up his lectureship, he held postdoctoral research fellowships at Imperial College and at Stanford University and was head of the derivatives research unit at the Institute for Operations Research and Computational Finance at the University of St.Gallen. He holds an MSc in Theoretical Physics from ETH Zurich and a PhD in Operations Research from University of St.Gallen. His current research interests are focused on the development of efficient computational methods for the solution of stochastic and robust optimization problems and the design of approximation schemes which ensure their computational tractability.

For more information, visit Daniel's homepage or why not email him.

Christos Gavriel

Christos Gavriel is a postdoctoral researcher at the Computational Optimisation Group. He holds an MEng degree in Electrical and Electronic Engineering (2007) and a PhD in Control Engineering (2011) both from Imperial College London. His doctoral thesis was in the fields of nonlinear optimal control and the calculus of variations.
His current research focuses on risk-averse decision making and shortest path problems. His research interests include stochastic programming, robust control and optimality conditions in nonlinear optimal control.

For more information, visit Christos' homepage or why not email him.

Vu Ngoc Duy Luong

Dr. Duy Luong (Ryan) is a research associate in the Computational Optimisation Group. He received a MEng. degree (2009) and a PhD (2014) from Imperial College. He is a member of the Quantitative Analysis and Decision Science group and the Biomedical Image Analysis group at Imperial College. His interests are convex optimization, large scale optimization and mixed integer programming for applications in computer vision, machine learning and finance.

For more information, visit Vu Ngoc Duy's homepage or why not email him.