My research has attracted funding of over £1.8M (in full economic cost) as Principal Investigator or Co-Investigator.
EPSRC Project EP/V049038/1 (~£250k), 2021-2023: This project, which employed Dr Lateef Jolaoso as Postdoc, aimed at developing approximations for two-level optimal value functions (see definition here) and study their applications to solve pessimistic version bilevel optimization problems; practical implementations considered on case studies from some of the partners of the project. Namely, the partners of the project were the Alan Turing Institute, Transport for London, and Decision Analysis Services Ltd.
EPSRC Project EP/P022553/1 (~£125k), 2017-2019: The project employed Dr Shenglong Zhou as Postdoc and initiated work on Newton-type methods for bilevel optimization. It led to a tractable infrastructure to solve continuous bilevel optimization problems, with pioneering research articles (see, e.g., [OMS], [COAP]) on algorithms, largest and computation-enabled library of test problems (see related paper and codes here: biopt.github.io/bolib), and a toolbox for bilevel optimization (preliminary version: biopt.github.io).
Selection of EPSRC funded projects that I have led
EPSRC Project EP/X040909/1 (~£117k), 2023-2024: This project, titled The mathematics of Stackelberg games in machine learning, employs Dr Pradeep Sharma, to build a picture of applications of bilevel optimization in machine learning, while exploring opportunities for a better understanding and the construction of new algorithms, taking full advantage of the broad knowledge on hierarchical optimization. Massimiliano Pontil is Co-I for the project and IBM UK is partner.EPSRC Project EP/V049038/1 (~£250k), 2021-2023: This project, which employed Dr Lateef Jolaoso as Postdoc, aimed at developing approximations for two-level optimal value functions (see definition here) and study their applications to solve pessimistic version bilevel optimization problems; practical implementations considered on case studies from some of the partners of the project. Namely, the partners of the project were the Alan Turing Institute, Transport for London, and Decision Analysis Services Ltd.
EPSRC Project EP/P022553/1 (~£125k), 2017-2019: The project employed Dr Shenglong Zhou as Postdoc and initiated work on Newton-type methods for bilevel optimization. It led to a tractable infrastructure to solve continuous bilevel optimization problems, with pioneering research articles (see, e.g., [OMS], [COAP]) on algorithms, largest and computation-enabled library of test problems (see related paper and codes here: biopt.github.io/bolib), and a toolbox for bilevel optimization (preliminary version: biopt.github.io).