Research Masters and PhD programs

At the Tilburg University Graduate Schools, the combination of education and research creates a perfect learning and working environment for ambitious students.

PhD Defense Mr. A. Marandi, MA

Title: Aspects of Quadratic Optimization: Nonconvexity, Uncertainty, and Applications
Supervisors: Prof. D. den Hertog, Prof. E. de Klerk

Quadratic Optimization (QO) has been studied extensively in the literature due to its application in real-life problems. This thesis deals with two complicated aspects of QO problems, namely nonconvexity and uncertainty. A nonconvex QO problem is intractable in general. The first part of this thesis presents methods to approximate a nonconvex QP problem.  Another important aspect of a QO problem is taking into account uncertainties in the parameters since they are mostly approximated/estimated from data. The second part of the thesis contains analyses of two methods that deal with uncertainties in a convex QO problem, namely Static and Adjustable Robust Optimization problems. To test the methods proposed in this thesis, the following three real-life applications have been considered: pooling problem, portfolio problem, and norm approximation problem.

Ahmadreza Marandi achieved his Bachelor’s degree in Applied Mathematics at University of Tehran in June, 2012. In the same year, he got the admission to continue his studies as a graduate student and awarded his Master degree in Applied Mathematics at the same university after defending his thesis “Neural Networks Modeling for Solving Nonlinear Programming Problems” in June, 2014. In August 2014, he started his Ph.D., which was partially funded by Marie Curie Initial Training Network MINO grant. Also during his Ph.D., he worked as an intern in ORTEC for six months.

Location: Cobbenhagen building, Auditorium (access via Koopmans building)

Order the PhD thesis

When: 11 December 2017 14:00

Where: Route description Tilburg University campus