Optimisation Research Centre
Optimisation is concerned with methods for finding the ‘best’ option when one is faced with a huge range of possible options. More formally, it deals with maximising (or minimising) a function of some decision variables, subject to various constraints.
Optimisation problems arise in a variety of contexts, having numerous applications not only in Operational Research, Operations Management and Quantitative Finance, but also in Mathematics, Physics, Statistics, Computer Science, Engineering, Computational Biology and even Sports! Optimisation is a truly multi-disciplinary field.
Several academic staff members at Lancaster have a strong interest in optimisation:
Prof Richard Eglese is mainly interested in practical problems which arise in the context of logistics, such as vehicle routing problems and facility location problems. He uses mainly heuristic solution methods, especially tabu search and simulated annealing, but occasionally uses exact methods such as constraint programming and integer programming.
Prof Kevin Glazebrook and Dr Christopher Kirkbride work on optimal policies for stochastic resource-allocation problems. The classical approach to solving such problems, stochastic dynamic programming, becomes computationally infeasible once the system reaches a certain level of complexity. Current research focuses on alternative methods, based for example on Lagrangian relaxation, to develop near-optimal policies.
Prof Adam Letchford and Dr Konstantinos Kaparis work on exact solution methods and bounding procedures for hard optimisation problems. They work mainly on discrete (a.k.a. combinatorial) problems, but also occasionally on continuous (a.k.a. global) problems. The solution methods are typically based on linear, quadratic or semidefinite programming.
Professor Stein W. Wallace's principal interest is in decision making under uncertainty. He has worked with a broad range of applications, including portfolio management, energy, telecommunications and project scheduling. He has worked on algorithmic and modelling issues in stochastic programming.
Prof Mike Wright researches into the development, analysis and implementation of metaheuristic techniques for solving complex real-life combinatorial problems with several objectives. Applications include problems arising in sport such as timetabling cricket fixtures. He is also interested in other applications of OR in Sports, including the analysis of tactical decisions in sports using dynamic programming.
For more details, see the respective staff web pages.
Potential topics
Whilst the group is always willing to discuss the ideas of potential students, there are also several ongoing research projects that students may want to get involved in. These are listed below. Several of these topics are available to students as part of the LANCS initiative (LANCS) and these are indicated. on the following pages further details of each project are given.
- Vehicle routing problems (LANCS)
- Arc routing problems (LANCS)
- Green Logistics (LANCS)
- Metaheuristic Search Techniques - design, analysis and implementation (LANCS)
- The analysis of tactical decisions within sports
- Lagrangian heuristics for quadratic optimisation problems (LANCS)
- Stochastic models for dynamic resource allocation (LANCS)
- Novel approaches to the optimal control of complex random systems (LANCS)
- Management of multi-location inventory systems
- Dynamic routing of customers in queueing systems
- Management of the outsourcing of warranty repair work
- Stochastic integer programming (LANCS)
- Heuristic methods in stochastic network design (LANCS)
- Security of supply in natural gas networks (LANCS)
- Assortment planning problems (LANCS)
Phd student members are listed here.
If you would like to apply for a PhD, please see our PhD admissions page.
