Conic and robust optimization, probabilistic analysis of algorithms, optimization models in finance.
- Dipl. Math., Swiss Federal Institute of Technology, Zurich. Supervisor Corneliu Constantinescu.
- PhD in Operations Research, Cornell University, Ithaca, Jan 2000. Supervisor Mike Todd.
- 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).
Conditioning of random conic systems under a general family of input distributions.
Raphael Hauser and Tobias Muller
Upper bounds on the mean curve in the LCS problem
Clement Durringer‚ Raphael Hauser and Heinrich Matzinger
Kalman Filtering with Equality and Inequality State Constraints
Nachi Gupta and Raphael Hauser
No. NA−07/18. Oxford University Computing Laboratory. August, 2007.
- Symmetric Cone Programming
- Numerical Optimization
- Complexity in Optimization
- Sequence Alignments
- SVD of Distributed Data