Raphael Hauser

Dr Raphael Andreas Hauser

Reader in Numerical Analysis

Tutorial Fellow, Pembroke College

01865 273 864

01865 286 085

Wolfson Building, Parks Road, Oxford OX1 3QD

Interests

Conic and robust optimization, probabilistic analysis of algorithms, optimization models in finance.

Education:

Dipl. Math., Swiss Federal Institute of Technology, Zurich. Supervisor Corneliu Constantinescu.
PhD in Operations Research, Cornell University, Ithaca, Jan 2000. Supervisor Mike Todd.

Students:

Jelena Nedic, DPhil in Numerical Analysis, Oxford Univesity 2004.
Daniel Goodman (co-supervision), DPhil in Software Engineering, Oxford Univesity 2007.
Nachiketa Gupta, DPhil in Numerical Analysis, Oxford University 2008.
Denis Zuev, DPhil in Applied Mathematics, Oxford University, 2009.
Sergey Shahverdyan (starting 2009).

On the relationship between convergence rates of discrete and continuous dynamical systems

Raphael Hauser and Jelena Nedic

2007.

Conditioning of random conic systems under a general family of input distributions.

Raphael Hauser and Tobias Muller

2008.

Upper bounds on the mean curve in the LCS problem

Clement Durringer, Raphael Hauser and Heinrich Matzinger

2008.

Themes	Numerical Analysis
Activities	Symmetric Cone Programming \| Numerical Optimization \| Complexity in Optimization \| Sequence Alignments \| SVD of Distributed Data \| Finance
Projects	Probabilistic Analysis of Condition Numbers