Raphael Hauser
Completed Projects:
Interests
Conic and robust optimization, probabilistic analysis of algorithms, optimization models in finance.
Biography
Education:
- Dipl. Math., Swiss Federal Institute of Technology, Zurich. Supervisor Corneliu Constantinescu.
- PhD in Operations Research, Cornell University, Ithaca, Jan 2000. Supervisor Mike Todd.
Students:
- Jelena Nedic, DPhil in Numerical Analysis, Oxford Univesity 2004.
- Daniel Goodman (co-supervision), DPhil in Software Engineering, Oxford Univesity 2007.
- Nachiketa Gupta, DPhil in Numerical Analysis, Oxford University 2008.
- Denis Zuev, DPhil in Applied Mathematics, Oxford University, 2009.
- Sergey Shahverdyan (starting 2009).
Selected Publications
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Conditioning of random conic systems under a general family of input distributions.
Raphael Hauser and Tobias Muller
2008.
Details about Conditioning of random conic systems under a general family of input distributions. | BibTeX data for Conditioning of random conic systems under a general family of input distributions.
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Upper bounds on the mean curve in the LCS problem
Clement Durringer‚ Raphael Hauser and Heinrich Matzinger
2008.
Details about Upper bounds on the mean curve in the LCS problem | BibTeX data for Upper bounds on the mean curve in the LCS problem
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Kalman Filtering with Equality and Inequality State Constraints
Nachi Gupta and Raphael Hauser
No. NA−07/18. Oxford University Computing Laboratory. August, 2007.
Details about Kalman Filtering with Equality and Inequality State Constraints | BibTeX data for Kalman Filtering with Equality and Inequality State Constraints | Download (pdf) of Kalman Filtering with Equality and Inequality State Constraints
Activities
- Symmetric Cone Programming
- Numerical Optimization
- Complexity in Optimization
- Sequence Alignments
- SVD of Distributed Data
- Finance