PhD position available
A PhD position is available on the project "Polynomial optimization problems in Operations Research and Finance".
This project forms part of the Marie Sk?odowska-Curie Action Innovative Training Network POEMA (Polynomial Optimization, Efficiency through Moments and Algebra), that is a research and training network funded under the Horizon 2020 programme. POEMA involves 11 academic and industrial partners and three associate partners.
The PhD position advertised here is one of 15 PhD positions in the POEMA network.
Starting date: around October 1st, 2019
Application website: https://easychair.org/cfp/POEMA-19-22
Deadline: Around May/June 2019, but please apply asap.
Details about MINOA may be found at:
http://www-sop.inria.fr/members/Bernard.Mourrain/announces/POEMA/
PhD project description:
Applications in Operations Research include logistic problems, such as developing practical approaches for the urban network clustering problem using binary polynomial optimization (in cooperation with IBM Research via secondment). The applications in Finance are centered on portfolio optimization (in cooperation with experts in Finance at Tilburg University). Focus on the quadratic assignment problem (QAP) and the binary portfolio optimization problem in order to provide new solution approaches for such problems.
Expertise
My area of expertise is mathematical programming, which is part of the field of Operations Research.
Keywords
News items
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Appointment TU Delft
As of September 1st, 2015, I also hold a 0.2 fte full professorship at the Delft University of Technology.
Most recent publications
Klerk, Etienne de, Ahmadi, Amirali, & Hall, Georgina (2018).
Polynomial Norms.
SIAM Journal on Optimization
Click here for the list of publications in the Research Portal
Education
1994 to 1997:Delft University of Technology, The Netherlands
PhD. Title: Interior Point Methods for Semidefinite Programming
PhD supervisors: Prof.dr.ir. F. Lootsma, Prof.dr.ir. C. Roos, Dr. T. Terlaky
1987 to 1992University of Pretoria, South Africa
BSc (Mathematics, Physics), BSc(hons) (Applied mathematics), and MSc (Applied Mechanics) Pierre du Plessis prize for best student in Physics III.
Career
09-2012 to 09-2013: Nanyang Technological University. Tenured full professor, Division Mathematical Sciences, Faculty of Science
06-2009 to present: Tilburg University, The Netherlands, Full Professor, Department of Econometrics and Operations Research, Tilburg School of Economics and Management (TISEM).
09-2004 to 06-2009:Tilburg University, The Netherlands, Associate Professor (tenured),
Department of Econometrics and Operations Research, Faculty of Economics and Business Administration.
09-2003 to 09-2005University of Waterloo, Canada
Associate Professor (tenure track)
Department of Combinatorics and Optimization, Faculty of Mathematics.
01-2000 to 09-2003Delft University of Technology, The Netherlands
Assistant Professor (tenured)
Department of Information Systems and Algorithms, Faculty of Electrical Engineering, Mathematics and Computer Science.
01-1998 to 01-2000Delft University of Technology, The NetherlandsAssistant Professor (fixed term)
Department of Stochastics, Statistics and Operations Research, Faculty of Electrical Engineering, Mathematics and Computer Science.
Publications
Most recent publications
Klerk, Etienne de, Ahmadi, Amirali, & Hall, Georgina (2018).
Polynomial Norms.
SIAM Journal on Optimization
Click here for the list of publications in the Research Portal
External accreditation
Projects, grants & awards
- NWO "vernieuwingsimpuls (VIDI)" grant awarded for the project proposal "Semidefinite programming approaches for intractable optimization problems"; Euro 600,000.00 in total for a period of five years starting September 2006.
- National Scientific and Engineering Research Council (NSERC) Discovery Grant, Canada(CDN $17,000.00 per year for 5 years starting 2004).
- CFI new opportunities grant, Canada. "Providing Research Infrastructure for Mathematical Excellence." CFI funding: CDN $630,429.00. Joint application with other University of Waterloo professors: Jeff Orchard, Marten Karsten, Chek Beng Chua, Jochen Konemann, Romy Shioda, Jacques Verstraete, Nathalie Lanson, Michael Rubinstein, Weidong Tian and Grace Yi. Awarded in 2004, this money was used to buy a SGI Altrix supercomputer shared by the applicants.
- Start-up grant, Faculty of Mathematics, University of Waterloo, Canada. (CDN $20,000.00), September 2003.
- NWO grant for the research project "Semidefinite programming, nonnegative polynomials and approximation theory" in the open competition for mathematics (July 10th 2002; Euro 104,601.00). The post docs Radinka Dontcheva and Dima Pasechnik were appointedon this project.
Teaching activities elsewhere
11-2006 to present. Dutch National LNMB programme for PhD students
2013-2014 National Dutch Matermath programme
- Semidefinite Optimization (with Monique Laurent)
2012-2013 Nanyang Technological University, Singapore
- Mathematical Programming (MTH436)
09-2003 to 09-2004 University of Waterloo, Canada
- Calculus for Engineers (Math 116)
- Nonlinear optimization (CO 367)
- Linear optimization (CO 350)
01-1994 to 09-2003 Delft University of Technology, The Netherlands - Nonlinear optimization (WI 3 031)
- Third year Operations Research practicum (WI3 096)
- Discrete Optimization (WI4 064)
- First year Operations Research practicum (WI1 148)
- Randomized Algorithms (IN4 081)
Contact details
Room
P 2.211
PO Box 90153
5000 LE Tilburg
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Phone
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+31 13 466
2031 |
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Secretary
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+31 13 466
2430 |
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Fax
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+31 13 466
3280 |
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