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.
We publish some of our software contributions on the COG GitHub page.
- Mixed Integer Programming Workshop (2018)
- 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