Lindon Roberts

MSI Fellow

I am an MSI Fellow (2019-2023) in the Computational Mathematics research group. From 2012 to 2015 I worked in quantitative risk management for Macquarie Group in Sydney. My research interests are in numerical analysis, particularly in the development and analysis of algorithms for nonlinear and derivative-free optimisation.

I have a Bachelor of Computational Science from the ANU and a DPhil from the University of Oxford, supervised by Coralia Cartis.

For more details, see my personal webpage.

Research interests

My research is in numerical optimisation. That is, I develop, analyse and implement algorithms for finding the maxima/minima of functions. I am particularly interested in settings where the function is computationally expensive to evaluate, or where only approximate values are available. This leads to the field of derivative-free optimisation.

Much of my code is available open source, and can be used by anyone (see my personal webpage for a list of available packages). I have also contributed code to the commercial NAG Library.

Groups

Click here for an up-to-date list of publications.

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ORCID