Research InterestsI am interested in the development and analysis of algorithms for large scale optimisation problems. I am also interested in exploiting the structure of large scale models arising in applications. Below is a list of my current research projects.
- Perturbation methods and algorithms for Markov Processes
- Multi-level algorithms for convex composite optimization
- Computation of index-1 saddle points and applications to chemistry
- Sampling algorithms for Stochastic Stochastic Dual Dynamic Programming.