Subject areas:
Computer science.
Mathematics.
Funding type:
Tuition fee.
Stipend.
Research Training & Support Grant.
Fully-funded PhD studentship available to start in the 2025/26 academic year.
Award details
This project will focus on the development and analysis of efficient and robust optimisation algorithms for the solution of general or application-directed nonlinear (possibly stochastic, non-smooth, or non-convex) continuous optimisation problems of large-scale (i.e., problems with millions to billions to variables). This research will involve deriving novel first- and/or second-order optimisation methods, conducting convergence analyses and developing associated efficient implementations.
Key techniques will include:
- Iterative linear algebra and preconditioning
- Interior or proximal point methods
- Smoothing and regularization
- Globalisation strategies (e.g., line-search, trust-region, etc.)
The long-term objective of this project is to develop a reliable open-source software suite for the efficient solution of general or specialised optimisation problems, with broad applicability in both academic research and industry.
Award value
Funding is available for 3.5 years, covering Stipend, Bench Fees, and full Tuition fees (Home or Overseas).
Eligibility criteria
This position is open to both Home and Overseas students.
Applicants should have a 2:1 or first-class undergraduate degree, or an MMath, MSci or Master’s degree with Merit and high grades in modules relating to the research area. A solid background in linear algebra, calculus, and scientific computing/numerical analysis is expected. A background in optimisation, probability or measure theory would be considered a plus. Additionally, the student is expected to have (or be willing to invest a considerable amount of time to develop) strong programming skills, with preferred languages being C++, Julia or Python.
Application process
To be considered for the position, candidates must apply via King’s Apply online application system. Details are available on the Mathematics Department webpage.
Please apply for Applied Mathematics Research: Disordered Systems/Financial Mathematics/Probability MPhil/PhD, indicate Spyridon Pougkakiotis as the supervisor and quote the project title in your application and all correspondence.
Please ensure to add the following code “StartUpPougkakiotis” in the Funding section of the application form. Please select option 5: ‘I am applying for a funding award or scholarship administered by King’s College London’ and type the code into the ‘Award Scheme Code or Name’ box. Please copy and paste the code exactly.
The selection process will involve a pre-selection on documents and, if selected, will be followed by an invitation to an interview. If successful at the interview, an offer will be provided in due course.
Contact details: