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Opportunity at Naval Postgraduate School   NPS

Large-Scale Optimization


Naval Postgraduate School, Mathematics

opportunity location
62.10.05.B2625 Monterey, CA 939435138


name email phone
Johannes Ovrelid Royset 831.656.2578


Theoretical and empirical research continues on the formulation and solution of large-scale mathematical programming models and on the interpretation of results. An advanced computational test-bed enables solution of large linear, nonlinear, and mixed-integer models, as well as specialized models that invite relaxation or decomposition. Constraint and column-generation techniques are being used to solve deterministic and stochastic integer programs. Sampling-based methods are being studied for certain stochastic programs. Problems of protecting critical infrastructure, represented using bilevel and trilevel (Stackelberg game) models, defines one current focus for applications. Other applications include ship and aircraft routing, prepositioning of missile-defense assets, weapon-to-target assignment problems, and defense against bioterror. Industry and governmental agencies provide diverse applications to motivate research. Research sponsors often provide extensive staff support for important applications



Rockafellar RT, Royset JO: “Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.” SIAM Journal on Optimization 25(2): 117911208, 2015

Royset JO, Wets RJB: “Fusion of Hard and Soft Information in Nonparametric Density Estimation.” European Journal Operational Research 247(2): 532-547, 2015


Optimization; Stochastic programming; Optimization under uncertainty; Reliability-based optimal design; Variational analysis; Data analysis; Nonparameteric statistics; Search and detection; Risk measures;


Citizenship:  Open to U.S. citizens, permanent residents and non-U.S. citizens
Level:  Open to Postdoctoral and Senior applicants


Base Stipend Travel Allotment Supplementation
$67,000.00 $3,000.00

Experience Supplement:
Postdoctoral and Senior Associates will receive an appropriately higher stipend based on the number of years of experience past their PhD.

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