One day with Operations Research

Continuous Optimization

Marcos Raydan (DM/FCT NOVA)

Since I finished my PhD, approximately 30 years ago, I have been doing research in large-scale numerical optimization and numerical linear algebra. During all those years, I have also enjoyed teaching basic and advanced courses related to my research work.

Abstract: The solution of nonlinear optimization problems (that is the minimization or maximization of an objective function involving unknown parameters/variables) in which the variables may be restricted by constraints is one of the key components of modern computational and applied mathematics. Nature (and mankind) loves to optimize, and the world is far from linear. We will describe the area of continuous optimization including the different types of problems, the corresponding algorithmic techniques and some specific applications.

How I set myself into getting a Master in Mathematics and ended up (not) setting fire to the building - How an Actuarial problem become an Optimization one

Joana Fradinho (FCT NOVA Alumni, KPMG Portugal)

Joana Fradinho holds a Bachelor degree in Mathematics, and Master in Applied Mathematics (both degrees taken at FCT NOVA). Currently, Forensic Analyst at KPMG Portugal. Proudly from Montijo

Abstract: This informal chat will describe the author’s experience as a “Mestrado em Matemática e Aplicações” student, particularly how the relationships established between colleagues and with the teaching staff defined the tone for the first three semesters. Nevertheless, the main focus will be the scientific work developed during the dissertation elaboration. The thesis’ title was: “Metaheuristic method to evaluate the fire risk sub-module in Solvency II” and involved a theme initially considered an Actuarial problem but that evolved to an interesting and complex Optimization.

Converting maths into national exports: the SISCOG’s case study

Carlos Iglésias (SISCOG)

Carlos Iglésias and his team in the Innovation Department of SISCOG develop state-of-the-art algorithms that are incorporated in SISCOG software products to solve challenging optimization problems. He has MSc in Mathematics and Applications at Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, a post-graduation in Operations Research at Faculdade de Ciências, Universidade de Lisboa, a graduation in Statistics and Operations Research (applied mathematics scientific area) at Faculdade de Ciências, Universidade de Lisboa.

Abstract: In this presentation we show how SISCOG software products, equipped with state of the art optimization algorithms, are helping railway and subway operators worldwide in reducing operational costs, increasing revenue and improving customer satisfaction, while reducing carbon emissions. Furthermore we show how optimization algorithms are used in practice by presenting a live demo.