Lindon Roberts
Contacts
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
- Researcher, Computational mathematics
In 2020 I will be teaching:
- Semester 1: MATH3349/MATH4349/MATH6209 Special Topics in Mathematics - "Randomised Numerical Algorithms with Applications to Data Science"
- Semester 2: MATH1013 Mathematics and Applications 1






