Biography
I am a Senior Lecturer and ARC DECRA Fellow at the School of Mathematics and Statistics, University of Melbourne. I am also a Chief Investigator for MathQuest and an Associate Investigator for OPTIMA.
My research interests are broadly in nonlinear optimization, data science, and numerical analysis, with applications to areas such as imaging and climate science. I have particular interests in derivative-free optimization and bilevel optimization.
Details of my CV, publications, talks and software are available on this website (or look at Google Scholar and Github). For general optimization resources, see my nonlinear optimization resources page, or my introduction to interpolation-based (derivative-free) optimization.
Recent news
- (Jun-26) I will be speaking about linearly constrained direct search methods at SIAM OP26 at the University of Edinburgh and DFOS26 at the Université de Montréal, and speaking about bilevel learning at the Computational Mathematics and Applications Seminar at the University of Oxford. I will also be visiting Coralia Cartis at the University of Oxford and Clément Royer (Université Paris Dauphine-PSL).
- (May-26) I will be giving the 2026 MoCaO lecture series on 27-31 July. See the announcement here.
- (Mar-26) Welcome new PhD student Chandula Fernando, who will be working on optimization for statistical survey design as part of an OPTIMA project joint with the Australian Bureau of Statistics.
- (Dec-25) Milestone reached! My open-source Python software packages have been installed over 2 million times from PyPI, according to pepy.tech. The most popular packages are Py-BOBYQA, directsearch and DFO-LS.
- (Dec-25) Delighted to be a CI in the successful ARC Centre of Excellent proposal Mathematics for Quantum Era Security and Trust (MathQuEST), lead by Nalini Joshi (University of Sydney).
- (Dec-25) Our paper Randomized Subspace Derivative-Free Optimization with Quadratic Models and Second-Order Convergence with Coralia Cartis (University of Oxford) has been accepted to Optimization Methods and Software.
- (Dec-25) I will be speaking about linearly constrained direct search methods at the AustMS Annual Meeting at La Trobe University.
- (Nov-25) I will be speaking about linearly constrained direct search methods at WOMBAT 2025 at the University of Queensland.
- (Nov-25) Hosting PhD student Yiwen Chen (University of British Columbia) for a 3 week visit.
- (Nov-25) New paper Bilevel Learning via Inexact Stochastic Gradient Descent with Mohammad Sadegh Salehi, Matthias Ehrhardt (University of Bath) and Subhadip Mukherjee (IIT Kharagpur). We analyze SGD with controllable errors in the stochastic gradient accuracy, applied to bilevel learning in imaging.