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Department Mathematics and Statistics
University of Edinburgh
Research Assistant in Optimisation
You will work on the parallel implementation
of large-scale optimization techniques.
You should have a background in mathematics, physics
or computer science with a strong interest in computing.
The post is for 15 months in the first instance
from 1 October 1999.
Salary on the AR1B scale 15,735 to 17,570pa.
An exceptional candidate may be appointed for a shorter period
on the AR1A scale 15,735 to 23,651pa.
Further particulars, including details of the application procedure,
should be obtained from the Personnel Office, 1 Roxburgh Street,
Edinburgh EH8 9TB. Please quote reference 776546
Closing date for receipt of applications is 31 July 1999.
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Department of Mathematics and Statistics
University of Edinburgh
King's Buildings
Further Particulars
Ref: 776546
Research Assistant in Optimisation
The Edinburgh Research Group in Optimization (ERGO) has a vacancy
for a research assistant to work on the project entitled `Parallel
Solution of Structured Linear Programs with Interior Point Methods'.
The project will be carried out under the supervision
of Dr Jacek Gondzio to whom informal enquiries may be made
(tel: +44 131 650 8574, fax +44 131 650 6553,
e-mail [log in to unmask], http://www.maths.ed.ac.uk/~gondzio).
Project Summary
Linear Programming (LP) is a widely applicable technique to help
decision-making. There are two major approaches to the solution
of linear programs: simplex method and interior point method.
For very large problems the latter is usually more efficient.
Todays optimization models often involve system dynamics,
uncertainty, spacial distribution or other ingredients.
By their very nature, these factors lead to huge problems made
of small, nearly identical, units, that have to be coordinated
through time, space or other dimensions. Despite all recent
progresses, those huge realistic models still defy the present
state-of-the-art software and sequential processing hardware.
In consequence, they need optimization approaches and considerable
computing facilities to deal with.
Project Aim
With this project, we aim to develop a parallel implementation
of an interior point method for structured linear programs and
solve very large problems (with millions of constraints and
variables). Particular areas of application will include:
- optimisation under uncertainty (e.g., facing risk in asset
liability management),
- optimisation in telecommunications (e.g., the design of
survivable networks),
- and possibly other.
The main task of the Research Assistant will be to develop
a parallel implementation of an interior point method based
on the already existing sequential code. Independently, the
Research Assistant is expected to work on the theory and
implementation of other optimisation techniques and their
applications to solve large scale problems.
Candidate Profile
The candidate should be a graduate in mathematics, physics,
computer science or related discipline with a strong interest
in applied mathematics and computing.
Work will include the following areas, in which proficiency will
need to be developed and prior experience would be an advantage:
developing optimisation methods;
understanding and developing linear algebra techniques for
sparse matrices;
programming of algorithms (in Fortran and C);
developing parallel programs (in MPI and PVM).
The appointment is expected to be on the AR1B scale, which has
a salary in the range 15,735 to 17,570, though post doctoral
candidates with suitable experience will also be considered.
An exceptional candidate may be appointed on the AR1A scale,
which has a salary in the range 15,735 to 23,651.
The post is for 15 months in the first instance tenable
from 1 October 1999 or as agreed. However, it is expected
that funds will be generated, e.g., via external grants and
the position may be continued beyond the initial period.
The successful candidate will be eligible for membership
of the Universities Superannuation Scheme (USS).
The University of Edinburgh
The University of Edinburgh is over 400 years old and is one of
the largest universities in U.K. It is Scotland's premier research
university, graded within the top 6 British universities in the
recent national Research Assessment Exercise.
The University of Edinburgh has a student population of around 16,000
and employs nearly 2,300 Academic and Related Staff, and some 3,500
non-teaching staff in the Clinical, Technical and Manual categories.
The main locations of the University are in the city (South Side)
and at King's Buildings some 4 km away.
The Department of Mathematics and Statistics
The Department has four established chairs and three personal chairs.
There are five readers, 26 other lecturing staff, several research
associates and about 40 research students and advanced course
students. Each year there are several overseas research visitors.
The Department is located, with most of the Faculty of Science and
Engineering, in the King's buildings campus on the south side of the
City of Edinburgh. It shares the James Clerk Maxwell Building with
the Department of Computer Science, the Department of Physics and
Astronomy, the Department of Meteorology, the Univerisity Computing
Service (and Edinburgh Parallel Computing Centre), Biomathematics
and Statistics Scotland.
The Department of Mathematics and Statistics was classified
as `Excellent' in the SHEFC Teaching Quality Assessment Exercise.
See our home pages for further information:
http://www.maths.ed.ac.uk/
Edinburgh Parallel Computing Centre (EPCC)
Edinburgh Parallel Computing Centre (EPCC) was established during
1990 as a focus for the University of Edinburgh's work in high
performance computing during the previous decade. The Centre's task
is to accelerate the effective exploitation of high performance
parallel computing systems throughout academia, industry and commerce.
For further information see:
http://www.epcc.ed.ac.uk/
The University of Edinburgh provides an excellent environment for
research and teaching in optimisation with exciting opportunities
for the development of collaborative research work.
The Edinburgh Research Group in Optimization (ERGO)
The ERGO group is a loose association of researchers in the
University's departments of Mathematics and Statistics, Business
Studies, Chemical Engineering and Agriculture/IERM, together
with the Edinburgh Parallel Computing Centre (EPCC) and the
Optimization group in the Department of Mathematics and Computer
Science at the University of Dundee. ERGO also has links with
Quadstone and Edinburgh Petroleum Services (EPS).
For further information see:
http://www.maths.ed.ac.uk/ERGO/
The ECOSSE group
The ECOSSE group is a multidisciplinary team of about twenty chemical
engineers, computer scientists and mathematicians carrying out research
into computer based tools for the process industries. It has extensive
government and industrial funding and offers challenging opportunities
in a range of topics. The leader of the ECOSSE group is Prof Jack
Ponton.
For further information see:
http://www.chemeng.ed.ac.uk/ecosse/
Application Procedure
Please complete and return the Equal Opportunites Monitoring
Form, and the Application Form (front side must be completed)
plus 3 copies of your curriculum vitae and two letters
of recommendation to,
Recruitment, The Personnel Office,
1 Roxburgh Street, Edinburgh EH8 9TB
by the closing date of 31 July 1999.
We cannot guarantee to consider late applications.
Footnote:
These particulars are issued by the Personnel Office, 1 Roxburgh Street,
Edinburgh EH8 9TB, and represent an accurate description of the duties
at the time of writing, although this accuracy cannot be guaranteed.
The University reserves the right to vary these particulars in making
an appointment or to make no appointment at all. Neither in part nor
in whole do these particulars form part of any contract between the
University and any individual.
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