Current doctoral students
- Fred Mayambala, 2012-
The topic of Fred's thesis work is the classic mean-variance portfolio optimization problem introduced by Markowitz in 1952, and he is in particular developing tailored solution methods for computationally challenging large scale instances. He is also approaching the cardinality-constrained version of the problem, which is even more challenging. The assistant supervisor is Elina Rönnberg. Licentiate thesis: Mean-Variance Portfolio Optimization: Eigendecomposition-Based Methods, 2015.
- Andongwisye John, 2013-
This thesis work considers asset liability management (ALM) for pension funds using mathematical modeling, stochastic programming, and Monte Carlo simulations. Our goal is to construct a proper mathematical optimization model and conduct simulation studies for a Tanzanian pension fund. The assistant supervisor is Martin Singull.
- Björn Morén, 2016-
Björn's thesis project considers mathematical models and algorithms for optimization of brachytherapy treatment, which is a radiation therapy in which sources of ionizing radiation are inserted within a tumour. We consider anatomy-based inverse treatment planning for intensity modulated brachytherapy, and optimize with respect to dwell positions and dwell times. The objectives and constraints operate on dosimetric indices that are derived from dose-volume histograms and used in clinical evaluations. The research aims at developing semi-automatic decision support that can be used in clinical practice. The assistant supervisor is Åsa Carlsson Tedgren.
- Uledi Ngulo, 2016-
The thesis project aims at research in the field of large scale multi-level optimization models and methods, that is, optimization problems and methods that involve two or more coupled optimization problems; this structure appears frequently in applications. A commonly used approach for multi-level optimization is to decompose the overall problem into a sequence of single-level problems, that are coordinated through a feedback mechanism in order to yield overall optimality. The project includes both basic research on the development of decomposition techniques and research on multi-level applications. The assistant supervisor is Nils-Hassan Quttineh.
Page responsible: Torbjörn Larsson
Last updated: 2016-08-05