Discrete optimization as decision support

It is fascinating that mathematical models and algorithms can be used to compute and suggest a good course of action when faced with a decision so complex that it is difficult for a human to grasp all aspects of it. For me, our research is about pushing the limits for when optimization can be of practical use, both with respect to how a problem is modelled, and through the development of efficient solution strategies. My research is within discrete optimization, with a special interest in decomposition methods, and the applications are mainly within scheduling and resource allocation.

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Professional activities

  • Deputy head of the Department of Mathematics, Linköping University, 2021 -
  • Member of the Board of the Department of Mathematics, Linköping University, 2018 - 2020
  • Member of the Programme Board for Electrical Engineering, Applied Physics and Computational Sciences, Linköping University, 2018 - 2020
  • Specialist in Optimisation at Saab Aeronautics, 2014 - 2020
  • Co-founder of Schemagi, 2009 -
  • President of the Swedish Operations Research Association, 2016 - 2019
    (member of the board 2014 - 2019)

Student theses

  • Optimisation of truck hauling schedules and passing bay locations in underground mines, Albin Ryberg, 2020

Current teaching

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Decision support for railway crew planning

For our society to fully reap the benefits of sustainable train travel, careful resource planning is essential. Passengers need to be able to rely on that trains are on time and train operators need to make efficient use of their vehicles and crew.

Scheduling of Avionic Systems

In an avionic system, communications and activities need to be scheduled to ensure the functionality of the aeroplane. Efficient methods for such scheduling are of importance for the development of future avionic systems.

Decision Support for Scheduling: Models, Methods and Validation

In this project we have developed column generation methods for a kind of scheduling in telecommunication and for solving transportation problems with both fixed and linear costs.

Operations Research Methods for Scheduling and Dimensioning of Real-Time Systems 

Decision problems for dynamic systems with timeliness or performance requirements can be formulated as discrete optimization problems.

Mean-Variance Portfolio Optimization

We have developed solution methods for computationally challenging large scale instances of Markowitz's mean-variance portfolio optimization problem. We are also studying the cardinality-constrained version of the problem.

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Former PhD students

Fred Mayambala, Makarere University, Uganda, 2012-2017, co-supervisor
Thesis: Mean-Variance Portfolio Optimization: Eigendecomposition-Based Methods

Yixin Zhao, 2012-2016, co-supervisor
Thesis: On the Integration of Heuristics with Column-Oriented Models for Discrete Optimization

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2020

2019

2018

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Department of Mathematics

The department conducts research in computational mathematics, mathematics and applied mathematics, mathematical statistics, and optimization. We provide courses to students in most degree programmes in mathematics, science and engineering.

Applied Mathematics

The Division of Applied Mathematics conducts both interdisciplinary and applied research in many different mathematical areas.

About LiU

Linköping University, LiU, offers innovative education and boundary-crossing research. The students are among the most desirable in the labour market and international rankings consistently place LiU as a leading global university.

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