Research: Core optimization

My current research focuses, among others, on the following aspects of nonlinear programming.

Primal-dual interior point and barrier methods for nonlinear programming—both theoretical and algorithmic aspects. In particular, the globalization of IP algorithms by means of trust regions and speed of convergence.

The numerical determination of optimal algorithmic parameters.

I am interested in the design of new algorithms for such problems, their convergence analysis and practical implementation.

I work on optimization environments. See the Software section.

Other areas of research that interest me include numerical linear algebra, numerical analysis and programming.