Dr Peter Richtarik

PhD

peter richtarik

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Job title: Reader
Division: School of Mathematics
Organisation: The University of Edinburgh
Tags: Fellowship: Early Career, University of Edinburgh
Related theme: Engineering ICT Mathematical sciences

Biography

Having obtained my first degree from Comenius University, Slovakia, and a PhD in Operations Research from Cornell University, I spent two years as a postdoctoral fellow in Belgium. Since 2009 I’ve been a Lecturer at the University of Edinburgh.

My Fellowship

Convex optimization is an incredibly powerful tool with countless applications in engineering, scientific computing, signal processing, economics, computer science, operational research, statistics, machine learning, computational biology, finance and other fields. This versatility is due to the fact that a surprising number and variety of tasks of practical interest can be formulated as problems where a convex function needs to be minimized, subject to constraints.

While convex optimization is a mature field in settings where the problems are described by a small or medium amount of data, substantially different algorithmic approaches are needed in extreme settings, where the number of variables, data points or constraints is unprecedentedly large. In this project I am studying such problems, with the goal of developing new practical algorithms, and the underlying mathematical theory, so as to extend the reach of convex optimization to extreme settings.

Motivation to Apply

EPSRC Fellowship makes it possible for me to focus on research, and keep other duties at a manageable level. The time was just right now for me to apply, mainly because I believe some of the most important contributions to the fast growing area I am working in will be made in the next 5 years or so.

Career benefits of Fellowship

I will be able to focus for an extended period of time on doing what I love: research. This will help me further build my research group and form a big data optimization hub in Edinburgh. I hope to be able to contribute to the development of the foundations of a young, exciting and a rapidly developing field.

Advice for future applicants

Come up with a proposal you are truly excited and enthusiastic about. Apply at the right time of your career, do your 100% when preparing the text of the proposal and then keep your fingers crossed.