Raphael Hauser
| Dr Raphael Hauser
Reader in Numerical Analysis
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interests
- Numerical Optimisation: Symmetric cone programming, barrier functions, condition numbers and the complexity theory of interior-point
methods. Stability aspects of nonlinear programming. Subgradient algorithms and their convergence theory. Optimisation models in finance. - Numerical Linear Algebra: Computing an SVD on distributed computing resources.
- Applied Probability: Complexity analysis of optimization algorithms over random input data, applications of large deviation theory
in the alignment of random strings, operations research applications.
location
Wolfson Building, Parks Road, Oxford OX1 3QD
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