Professor of Operations Research
Academic Director of the Centre for Risk Studies (CRS)
Director of Studies in Management Studies and Fellow of Churchill College
BSc (University of Melbourne), MS, PhD (University of Wisconsin)
Research interests
Management of systemic and emerging risks; business decision making; risk aversion in electricity markets; methods and models for optimisation problems and equilibrium systems.
Subject group: Operations & Technology Management
Professional experience
Professor Ralph is a member of the Australian Mathematical Society, INFORMS and the Mathematical Optimization Society. He is Area Editor for Environment, Energy and Sustainability at Operations Research. He was Editor-in-Chief of Mathematical Programming (Series B) from 2007-2013 and has served on the editorial boards of Mathematics of Operations Research and the SIAM Journal on Optimization, 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.
Selected publications
Here are a selection of Daniel Ralph’s publications. Please see the “Selected publications” tab above for a more comprehensive list.
Lange, R.-J., Ralph, D. and Støre, K. (2020) “Real-option valuation in multiple dimensions using Poisson optional stopping times.” Journal of Financial and Quantitative Analysis, 55(2): 653-677 (DOI: 10.1017/S0022109019000048)
Parpas, P., Ralph, D. and Wiesemann, W. (eds.) (2018) “Special issue on optimization models and algorithms for data science.” Mathematical Programming, 167(1) (DOI: 10.1007/s10107-017-1217-5)
Kopec, G.M., Allwood, J.M., Cullen, J.M. and Ralph, D. (2015) “A general nonlinear least squares data reconciliation and estimation method for material flow analysis.” Journal of Industrial Ecology, 20(5): 1038-1049 (DOI: 10.1111/jiec.12344)
Crouzeix, J.-P., Eberhard, A. and Ralph, D. (2015) “(Convex) level sets integration.” Journal of Optimization Theory and Applications, 171(3): 865–886 (DOI: 10.1007/s10957-015-0795-8)
Ralph, D. and Smeers, Y. (2015) “Risk trading and endogenous probabilities in investment equilibria.” SIAM Journal on Optimization, 25(4): 2589–2611 (DOI: 10.1137/110851778)
Wogrin, S., Hobbs, B.F., Ralph, D., Centeno, E. and Barquín, J. (2013) “Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition.” Mathematical Programming, 140(2): 295-322 (DOI: 10.1007/s10107-013-0696-2)
Journal articles
Ralph, D. (1994) “Global convergence of damped Newton’s method for nonsmooth equations via the path search.” Mathematics of Operations Research, 19(2): 352-389
Wright, S. and Ralph, D. (1996) “A superlinear infeasible-interior-point algorithm for monotone complementarity problems.” Mathematics of Operations Research, 21(4): 815-838
Pang, J.-S. and Ralph, D. (1996) “Piecewise smoothness, local invertibility, and parametric analysis of normal maps.” Mathematics of Operations Research, 21(2): 401-426
Ralph, D. and Scholtes, S. (1997) “Sensitivity analysis of composite piecewise smooth equations.” Mathematical Programming, 76(3): 593-611
Churilov, L., Ralph, D. and Sniedovich, M. (1998) “A note on composite concave quadratic programming.” Operations Research Letters, 23(3-5): 163-169
Jiang, H. and Ralph, D. (1999) “QPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints.” Computational Optimization and Applications, 13(1-3): 25-49 (DOI: 10.1023/A:1008696504163)
De Bremaecker, J., Ferris, M. and Ralph, D. (2000) “Compressional fractures considered as contact problems and mixed complementarity problems.” Engineering Fracture Mechanics, 66(3): 287-303
Neame, P., Boland, N. and Ralph, D. (2000) “An outer approximate subdifferential method for piecewise affine optimization.” Mathematical Programming, 87(1): 57-86
Ralph, D. and Wright, S.J. (2000) “Superlinear convergence of an interior-point method despite dependent constraints.” Mathematics of Operations Research, 25(2): 179-194
Jiang, H. and Ralph, D. (2000) “Smooth SQP methods for mathematical programs with nonlinear complementarity constraints.” SIAM Journal of Optimization, 10(3): 779-808
Panchapakesan, C., Palaniswami, M., Ralph, D. and Manzie, C. (2002) “Effects of moving the centers in an RBF network.” IEEE Transactions on Neural Networks, 13(6): 1299-1307
Hu, X. and Ralph, D. (2002) “A note on sensitivity of value functions of mathematical programs with complementarity constraints.” Mathematical Programming, 93(2): 265-279
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
Brockwell, A., Polak, E., Evans, R., Ralph, D. (2003) “Dual-sampling-rate moving-horizon control of a class of linear systems with input saturation and plant uncertainty.” Journal of Optimization Theory and Applications, 116(3): 485-516
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
Eberhard, A. and Ralph, D. (2003) “Rank-1 representers.” Journal of Mathematical Sciences, 115(5): 2653-2700
Churilov, L., Bomze, I.M., Sniedovich, M., Ralph, D. (2004) “Hyper sensitivity analysis of portfolio optimization problems.” Asia Pacific Journal of Operational Research, 21(3): 297-317
Hu, X.M. and Ralph, D. (2004) “Convergence of a penalty method for mathematical programming with complementarity constraints.” Journal of Optimization Theory and Applications, 123(2): 365-390
Ralph, D. and Wright, S.J. (2004) “Some properties of regularization and penalization schemes for MPECs.” Optimization Methods and Software, 19(5): 527 – 556
Shilton, A., Palaniswami, M., Ralph, D., Tsoi, A.C. (2005) “Incremental training of support vector machines.” IEEE Transactions on Neural Networks, 16(1): 114-131
Ralph, D. and Xu, H. (2005) “Implicit smoothing and its application to optimization with piecewise smooth equality constraints.” Journal of Optimization Theory and Applications, 124(3): 673-699
Yang, X.Q. and Ralph, D. (2005) “Characterizations for perturbed exact penalty functions.” Nonlinear Analysis, 62(1): 101-106
Giallombardo, G. and Ralph, D. (2006) “Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs.” Mathematical Programming, 2 September (DOI: 10.1007/s10107-006-0020-5)
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)
Giallombardo, G. and Ralph, D. (2008) “Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs.” Mathematical Programming, 112(2): 335-369 (DOI: 10.1007/s10107-006-0020-5)
Goulart, P.J., Kerrigan, E.C. and Ralph, D. (2008) “Efficient robust optimization for robust control with constraints.” Mathematical Programming, 114(1): 115-147 (DOI: 10.1007/s10107-007-0096-6)
Pang, J.-S. and Ralph, D. (2008) “Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming.” Mathematical Programming, 117(1-2): 1-4 (DOI: 10.1007/s10107-007-0169-6)
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)
Crouzeix, J.-P., Eberhard, A. and Ralph, D. (2010) “A geometrical insight on pseudoconvexity and pseudomonotonicity.” Mathematical Programming, 123(1): 61-83 (DOI: 10.1007/s10107-009-0324-3)
Ralph, D. and Xu, H. (2011) “Convergence of stationary points of sample average two-stage S stochastic programs: a generalized equation approach.” Mathematics of Operations Research, 36(3): 568-592 (DOI: 10.1287/moor.1110.0506)
Wogrin, S., Hobbs, B.F., Ralph, D., Centeno, E. and Barquín, J. (2013) “Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition.” Mathematical Programming, 140(2): 295-322 (DOI: 10.1007/s10107-013-0696-2)
Hult, E., Jiang, H. and Ralph, D. (2014) “Exact computational approaches to a stochastic uncapacitated single allocation p-hub center problem.” Computational Optimization and Applications, 59(1/2): 185-200 (DOI: 10.1007/s10589-013-9629-5)
Kopec, G.M., Allwood, J.M., Cullen, J.M. and Ralph, D. (2015) “A general nonlinear least squares data reconciliation and estimation method for material flow analysis.” Journal of Industrial Ecology, 20(5): 1038-1049 (DOI: 10.1111/jiec.12344)
Crouzeix, J.-P., Eberhard, A. and Ralph, D. (2015) “(Convex) level sets integration.” Journal of Optimization Theory and Applications, 171(3): 865–886 (DOI: 10.1007/s10957-015-0795-8)
Ralph, D. and Smeers, Y. (2015) “Risk trading and endogenous probabilities in investment equilibria.” SIAM Journal on Optimization, 25(4): 2589–2611 (DOI: 10.1137/110851778)
Oughton, E., Ralph, D., Pant, R., Leverett, E., Copic, J., Thacker, S., Dada, R., Ruffle, S., Tuveson, M. and Hall, J.W. (2019) “Stochastic counterfactual risk analysis for the vulnerability assessment of cyber-physical attacks on electricity distribution infrastructure networks.” Risk Analysis, 39(9): 2012-2031 (DOI: 10.1111/risa.13291)
Lange, R.-J., Ralph, D. and Støre, K. (2020) “Real-option valuation in multiple dimensions using Poisson optional stopping times.” Journal of Financial and Quantitative Analysis, 55(2): 653-677 (DOI: 10.1017/S0022109019000048)
Sridhar, K., Ralph, D. and Copic, J. (2021) “3 strategies to secure your digital supply chain.” Harvard Business School, 9 August 2021
Special issues of journals
Facchinei, F., Ferris, M.C., Luo, Z.-Q. and Ralph, D. (eds.) (2016) “Special issue on complementarity problems and applications.” Mathematical Programming, 157(2) (DOI: 10.1007/s10107-016-1024-4)
Parpas, P., Ralph, D. and Wiesemann, W. (eds.) (2018) “Special issue on optimization models and algorithms for data science.” Mathematical Programming, 167(1) (DOI: 10.1007/s10107-017-1217-5)
Books, monographs, reports & case studies
Luo, Z.-Q., Pang, J.-S. and Ralph, D. (1996) Mathematical programs with equilibrium constraints. Cambridge: Cambridge University Press.
Eberhard, A., Hill, R., Ralph, D. and Glover, B.M. (1999) Progress in optimization: contributions from Australasia. Dordrecht: Kluwer Academic Publishers.
Tuveson, M., Ralph, D. and Alexander, K. (eds.) (2020) Beyond bad apples: risk culture in business. Cambridge: Cambridge University Press.
Book chapters
Jiang, H. and Ralph, D. (1998) “Global and local superlinear convergence analysis of Newton-type methods for semismooth equations with smooth least squares.” In Fukushima, M. and Qi, L. (eds.): Reformulation – nonsmooth, piecewise smooth, semismooth and smoothing methods. Boston MA: Kluwer Academic Publishers, pp.181-209
Tuveson, M., Ralph, D. and Alexander, K. (2020) “Introduction.” In: Tuveson, M., Ralph, D. and Alexander, K. (eds.) Beyond bad apples: risk culture in business. Cambridge: Cambridge University Press, pp.1-18 (DOI: 10.1017/9781316996959.001)
Tuveson, M. and Ralph, D. (2020) “A network view of tone at the top and the role of opinion leaders.” In: Tuveson, M., Ralph, D. and Alexander, K. (eds.) Beyond bad apples: risk culture in business. Cambridge: Cambridge University Press, pp.73-102 (DOI: 10.1017/9781316996959.004)
Tuveson, M., Ralph, D. and Alexander, K. (2020) “Conclusion.” In: Tuveson, M., Ralph, D. and Alexander, K. (eds.) Beyond bad apples: risk culture in business. Cambridge: Cambridge University Press, pp.271-275 (DOI: 10.1017/9781316996959.010)
Conference papers
Jiang, H., Ralph, D. and Tin Loi, F. (1997) “Identification of yield limits as a mathematical program with equilibrium constraints.” In Grzebieta, R.H., Al-Mahaidi, R. and Wilson, J.L. (eds.): Australasian Conference on The Mechanics of Structures and Materials, 15th, Balkema, Rotterdam. Rotterdam: Balkema, pp.399-404
Hu, X. and Ralph, D. (2001) “Nash equilibria for games in competitive electricity markets under network constraints.” In Li, D. (ed.) Proceedings of the International Conference on Optimization: Techniques and Applications (5th), 15-17 December 2001, Hong Kong. Hong Kong: Contemporary Development Company, pp.1851-1858
Ralph, D., Xu, H. and Meng, F. (2006) “Regularization methods for stochastic mathematical programs with complementarity constraints.” In: European Conference on Operational Research, 21st (EURO XXI), 2-5 July 2006, Rejkjavik, Iceland.
Ralph, D. (2006) “Complementarity models and the architecture of energy markets.” In: International Symposium on Mathematical Programming (ISMP), 19th, 30 July-4 August 2006, Rio de Janeiro, Brazil.
Ralph, D. and Smeers, Y. (2010) “The invisible hand for risk averse investment in electricity generation.” In Chen, B. (ed.): International Conference on Algorithmic Aspects in Information and Management, 6th, 19-21 July, Weihai, PRC.
Jansen, M., Oraiopoulos, N. and Ralph, D. (2014) “Contracting for continuity of mission critical services.” In: INFORMS Annual Meeting, 9-12 November 2014, San Francisco, CA, USA.
Working papers
Hu, X., Ralph, D., Ralph, E.K., Bardsley, P. and Ferris, M.C. (2004) “Electricity generation with looped transmission networks: bidding to an ISO.” Judge Institute of Management, Cambridge University, Research Paper No.2004/16
Holmberg, P., Newbery, D. and Ralph, D. (2008) “Supply function equilibria: step functions and continuous representations.” Electricity Policy Research Group Working Papers, No.EPRG0829. Cambridge: University of Cambridge.
