Daniel Ralph
Professor of Operations Research
Director of the Centre for Risk Studies (CRS)
Director of Studies in Management Studies and Fellow of Churchill College
BSc (Univ. of Melbourne), MS, PhD (Univ. of Wisconsin)
Professional experience
Professor Ralph is a member of the Australian Mathematical Society, INFORMS, the Mathematical Programming Society and SIAM. He is Editor-in-Chief of Mathematical Programming (Series B) and an editorial board member of The ANZIAM Journal, as well as the SIAM-MPS book series on optimisation.
Previous appointments
Following post-doctoral research at Cornell University, Professor Ralph was Lecturer and then Senior Lecturer at the University of Melbourne in Australia.
Research interests
Optimisation methods, including application to machine learning and optimal control; nonlinear programmes; equilibrium models and computation, for instance in electricity markets; analysis of, and methods for, nondifferentiable systems.
Daniel Ralph is a member of the Operations subject group.
Selected publications
Manzie, C., Palaniswami, M., Ralph, D., Watson, H. and Yi, X. (2002) "Model predictive control of a fuel injection system with a radial basis function network observer." Transactions of the American Society of Mechanical Engineers Journal of Dynamic Systems Measurement and Control, 124(4): 648-658
Jiang, H. and Ralph, D. (2003) "Extension of quasi-Newton methods to mathematical programs with complementarity constraints." Computational Optimization and Applications, 25(1-3): 123-150
Ralph, D. and Wright, S.J. (2004) "Some properties of regularization and penalization schemes for MPECs." Optimization Methods and Software, 19(5): 527 - 556
Fletcher, R., Leyffer, S., Ralph, D. and Scholtes, S. (2006) "Local convergence of SQP methods for mathematical programs with equilibrium constraints." SIAM Journal on Optimization, 17(1): 259-286
Hu, X. and Ralph, D. (2007) "Using EPECs to model bilevel games in restructured electricity markets with locational prices." Operations Research, 55(5): 809-827 (DOI: 10.1287/opre.1070.0431)
Ralph, D. (2008) "Mathematical programs with complementarity constraints in traffic and telecommunications networks." Royal Society of London. Philosophical Transactions. Mathematical,Physical and Engineering Sciences, 366(1872): 1973-1987 (DOI: 10.1098/rsta.2008.0026)
Contact details
Daniel
Ralph
Cambridge Judge Business School
University of Cambridge
Trumpington Street
Cambridge CB2 1AG
UK
WorkTel: +44 (0)1223 766637
FaxFax: +44 (0)1223 339701
Email: d.ralph@jbs.cam.ac.uk
Personal WWW: www.eng.cam.ac.uk/~dr241
