Short bio

I am a Full Professor of Mathematical Optimization at the School of Mathematical Sciences within the University of Southampton where I am affiliated to the OR Group and CORMSIS. Prior to joining Southampton, I was a Research Fellow at the University of Birmingham and had previously worked as a Research Associate at the Technical University of Freiberg. I am an Alexander von Humboldt Experienced Fellow 2024-2026 with the Karlsruhe Institute of Technology in Germany, a Fellow of the Alan Turing Institute for Data Science and Artificial Intelligence 2019-2023, a Fellow of the Institute of Mathematics & Its Applications, and a Fellow of the Higher Education Academy.

Recent news

03 April 2023: Registration opens today for the International Conference on Bilevel Optimization that we are organizing in Southampton for 8-11 August 2023. Key activities include a Summer School, Poster Competition, and Special Issue for Optimization. Support grants also available for PhD students and Early Career Researchers. More details here. 21 March 2023: Congratulation to Melody August and Adriano Laci for both being awarded CORMSIS prizes today for their excellent MSc dissertations completed with me during the summer of last year. 20 March 2023: Welcome to Professor Khadra Nachi from the Department of Mathematics at the University of Oran 1 (Algeria) for visiting my team for the next 10 days. 10 March 2023: EPSRC funding approved for project on Stackelberg games in machine learning, with Massimiliano Pontil as Co-I and IBM UK as industrial partner - advertisement for related Postdoc position can now be found here. 20 January 2023: Funding from the Southampton Marine and Maritime Institute approved for pilot project to develop prediction and optimization models biofouling management in the shipping industry, with Julian Wharton as PI and the industrial partner is Carisbrooke Shipping Ltd. 17 January 2023: Congratulations to Anthony Dunn for successfuly passing his PhD viva today with minor corrections - the Committee was made of Dr Xiaohao Cai (Internal), Dr Sergio García Quiles (External), and Prof Leor Barack (Chair) 04 January 2023: Welcome to Yaru Qian, a Postgraduate Research Student of my colleague Qing-Na Li (Beijing Institute of Technology, China), visiting my team for this whole year. 02 January 2023: From this month, I will be the Director of Student Employability within Mathematical Sciences at Southampton. I look forward to putting in place a great programme to prepare our students for their future careers. 07 November 2022: From today, I will be visiting the University of Tokyo for the next two weeks. Thank you to Professor Akiko Takeda for the warn welcome in her research group at the intersection of RIKEN (Japan's largest comprehensive research institution), where she leads the Continuous Optimization Team, and the Department of Mathematical Informatics that she will be chairing from 2023. 26 September 2022: Welcome to Samuel Ward joining my team from this week as PhD student (funded by DAS Ltd and the School of Mathematical Sciences) to work on the development of theory and methods for hyperparameter optimization problems in machine learning. 26 September 2022: From today, I will be on sabbatical for this Semester. I will take the opportunity to work on a few projects that have been on hold for a while, and also visit Professor Akiko Takeda (Tokyo) with funding from The Turing Institute. 07 June 2022: Today, I took part in a great panel discussion on diversity in OR/Analytics organized by the OR Society. Thank you to Lucy Gullon for coordinating the discussion and to the OR Society's EDI team for facilitating the event. 07 December 2021: New 4 year PhD position on the development of optimization-based machine learning algorithms for practical industrial applications is available in my team. Industrial funding for the project is provided by Decision Analysis Services Ltd - more details can be found here. 25 November 2021: My paper Estimates of generalized Hessians for optimal value functions in mathematical programming accepted for publication by Set-Valued and Variational Analysis. 18 - 22 October 2021: Thank you to Dr Maria Ceparano for giving a short online course on noncooperative game theory to our students this week; it was attended by postgraduate students from Southampton and a few other universities. 13 October 2021: I was giving an online talk today at the LANS Seminar, ran by the Argonne Laboratory for Applied Mathematics, Numerical Software, and Statistics. Thank you to Jan Hückelheim and Vishwas Rao for organizing the seminar, as well as to all the participants, especially to Sven Leyffer for the very interesting discussion that followed. 04 October 2021: Welcome to Dr Lateef Jolaoso and David Benfield, joining my team from today, as Postdoc and PhD student, respectively. Lateef will be working on the EPSRC project on the development of approximations for two-level optimal value functions, while David will be constructing numerical methods for Stackelberg adversarial learning problems. 16 September 2021: Congratulations to my MSc students Tianjie Gu and Hanyu Wang, as well my Intern Adithya Madhusoodanan for their first conference presentation at OR63. All their presentations were around applying machine learning to address various issues around the COVID-19 pandemic. See copies of their posters here: Tianjie, Hanyu , and Adithya. 10 August 2021: My paper Semismooth Newton-type method for bilevel optimization: Global convergence and extensive numerical experiments (with Andreas Fischer and Shenglong Zhou) accepted for publication by Optimization Methods and Software 03 August 2021: My paper Deep learning methods for screening patients' S-ICD implantation eligibility (with AJ Dunn, MH ElRefai, PR Roberts, S Coniglio, and BM Wiles) accepted for publication by Artificial Intelligence in Medicine 01 July 2021: My interview with The OR Society's Inside OR Magazine - It can be freely accessed here. If you are an OR/Optimization expert in the UK, you can also join the EPSRC Peer Review College to enhance the visibility of OR and support research funding for our community. 26 January 2021: Congratulations to Andrey Tin for successfuly passing his PhD viva today with minor corrections - the Committee was made of Professors Houduo Qi (Internal), Oliver Stein (External), and Giampaolo D'Alessandro (Chair) 21 December 2020: My paper Last Round Convergence and No-Dynamic Regret in Asymmetric Repeated Games (with Le C Dinh, Long Tran-Thanh & Tri-Dung Nguyen) to appear in Proceedings of Machine Learning Research 132:1-25, 2021 18 December 2020: EPSRC Project EP/V049038/1 is approved - advertisement for related Postdoc position can be found here 03 December 2020: My paper Gauss-Newton-type methods for bilevel optimization (with Joerg Fliege and Andrey Tin) accepted by Computational Optimization and Applications 01 December 2020: My paper Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization (with Shenglong Zhou) accepted by Computational Optimization and Applications 20 November 2020: My book Bilevel Optimization: Advances and Next Challenges (with Stephan Dempe) is published by Springer 06 October 2020: My paper Sufficient optimality conditions in bilevel programming (with Patrick Mehlitz) accepted by Mathematics of Operations Research 01 March 2020: Promotion to Associate Professor 18 October 2019: Organizing the Workshop on Optimization and Machine Learning - funded by the Alan Turing Institute 27 May 2019: My paper An inertial extrapolation method for convex simple bilevel optimization (with Yekini Shehu and Phan T Vuong) is published by Optimization Methods and Software 01 January 2019: Selected as Fellow of the Alan Turing Institute for Data Science and Artificial Intelligence