POEMA Host Institution: Univ. of Birmingham, UK
Master’s Project: An SQP Algorithm for Nonconvex, Nonsmooth Constrained Optimization
Research interests: Optimization - Linear Programming - Nonlinear Optimization - Convex Optimization - Nonsmooth Optimization - Sequential Quadratic Programming – Multiobjective Optimization
ESR 13 - “Algorithms and Software for Structured Semidefinite Optimization” at the School of Mathematics of the University of Birmingham.
The purpose is decomposing SDP problems into problems with many small matrix variables or matrix constraints; then, solving them by general purpose SDP software. In order to do this, we will develop algorithms and software for matrix decomposition.
Secondments: Friedrich-Alexander University of Erlangen and IBM Research in Dublin.