• Computational Optimisation Group members at the Queen's Lawn (May, 2017)

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.

Recent & Upcoming Organisation of Conferences & Scientific Meetings
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