PhD Studentship: Modern Numerical Linear Algebra for Huge-Scale Optimization Problems

The University of Edinburgh - School of Mathematics

All applications received by Friday 27 April 2018 will be considered.  Applications received thereafter will be considered until the position is filled.

A PhD position is available within the School of Mathematics at the University of Edinburgh, UK. The project is entitled "Modern Numerical Linear Algebra for Huge-Scale Optimization Problems”, with supervisory team consisting of Dr John Pearson and Prof. Jacek Gondzio.

The fast and efficient solution of huge-scale optimization problems on modern computing architectures is ubiquitous in areas such as linear and quadratic programming, machine learning, data science, semidefinite programming, optimal control, design engineering, and many more. It is therefore essential to construct state-of-the-art numerical algorithms with the goal of solving the large and structured matrix systems that reveal the solution of the optimization problem as a whole.

The project supervisory team have previously demonstrated the viability of solving a number of problems of this form, using a bespoke class of mathematical solvers coupled with appropriate preconditioners. These may be embedded within suitable iterative methods to greatly accelerate the convergence of the solver, in such a way that one may solve large-scale problems that were previously beyond the capability of existing computing technologies. The aim of this project is to discover new methods for examining problems of wide scientific interest, thus opening up vast new avenues of research in this area.

The successful candidate will be fully funded by the School of Mathematics. This award includes payment of PhD fees, as well as a living stipend for 3.5 years, starting in September 2018 or an alternative date by mutual agreement. This studentship is available for all UK and EU students.

This project is suitable for the University of Edinburgh’s PhD programmes in Applied and Computational Mathematics (https://www.ed.ac.uk/studying/postgraduate/degrees?r=site/view&id=511&cw_xml ), or Operational Research and Optimization (https://www.ed.ac.uk/studying/postgraduate/degrees?r=site/view&id=514&cw_xml ). Candidates are asked to submit their applications at one of these links, according to their programme of interest.

Informal enquiries are encouraged, and may be made to j.pearson@ed.ac.uk

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Type / Role:

PhD

Location(s):

Scotland