Fields of Research

Nonlinear Optimization

• Stochastic Optimization
• Structure, stability and numerics of optimization problems with probabilistic (chance) constraints
• Stochastic optimization problems with equilibrium constraints
  
• scenario reduction
  
• application to engineering problems (chemical engineering, power production)
  
• Nonsmooth Optimization
• Lipschitz properties of multifunctions (metric regularity, calmness)
• Properties and calculus of nonconvex dual objects (limiting subdifferential, normal cone and coderivative)
• Stationarity conditions for equilibrium problems with equilibrium constraints (EPECs)
  
• Parametric and semi-infinite Optimization
• Generic structure of multiparametric optimization problems
• Stability of constraints sets defined by an infinite number of inequalities

Multivariate Data Analysis

• Analysis of multi-way data arrays
• Core transformations in the Tucker3 model
• Multicomponent calibration