Award for computational mathematical programming

Dr Alberto Costa, senior researcher at the Future Resilient Systems (FRS) programme, together with Dr Giacomo Nannicini, were presented with the Beale-Orchard-Hays Prize for Excellence in Computational Mathematical Programming at the International Symposium on Mathematical Programming on 22 July 2021.

Dr Costa and Dr Nannicini were awarded for their work on developing RBFOpt – an open-source library for black-box optimisation. The paper “external page RBFOpt: an open-source library for black-box optimization with costly function evaluations” is published in Mathematical Programming Computation.

The two main methodological contributions of the work are an approach to optimise an unknown function by exploiting a noisy but less expensive oracle and introducing an automatic model selection phase during the optimization process. It is shown by comparison that RBFOpt outperforms the open-source solvers by a large amount and slightly outperforms a commercial solver.

The prize is awarded by the Mathematical Optimization Society, in memory of Martin Beale and William Orchard-Hays, pioneers in computational optimization. It is awarded to the authors of work that exemplifies excellence in this field. In particular, the prize recognises the work’s contribution to the advancement of computational and experimental mathematical programming, original ideas and methods, the ability to unify or simplify existing methodologies, and clarity and excellence of exposition.

Currently, Dr Costa is senior researcher in the FRS programme at the Singapore-ETH Centre, where he is working in the Energy Resilience in High-Density Urban Systems research module. In 2018, former FRS principal investigators Prof. Sun Defeng and Prof. Toh Kim-Chuan, together with Dr Yang Liuqin, were also awarded the same prize, which is awarded every three years.