Contents

Work Information	Research Activities	Christmas Letter
Contact Information	Some publications	Biographical Information
Computation Hot List	Slides for talks	Personal Interests

 

Work Information

Job title

Professor Emeritus

Key responsibilities

Visiting Fellow, Program in Advanced Computation

Department

Centre for Mathematics and its Applications (CMA),

Mathematical Sciences Institute.

Back to top

 

Hot List

Advanced computation home page                                New book on Polyhedral Functions

Advanced computation Calender                                    Symposium on Optimization and Data Analysis

CTAC home page                                                               Math3349_Optimization

Back to top

 

Contact Information

Work Address	Home Address
Mathematical Sciences Institute	1 Weld Street
Australian National University	Yarralumla
Canberra	A.C.T. 2600
A.C.T. 0200
Australia

Electronic mail address

(work)             Mike.Osborne {AT} maths.anu.edu.au

(home)           mikeandgloria{AT}gmail.com

MSI url

http://wwwmaths.anu.edu.au/~mike/MROhomepage.html

Home url

http://mngo.veritel.com.au//public

Office phone	Home phone
61-2-6125 3449 02-6125 3449	61-2-6281 1648 02- 6281 1648

Fax (CMA)

61-2- 6125 5549

02-6125 5549

Back to top

 

 

Research Activities

Numerical linear algebra, and eigenvalue problems

1. Use of wrap-around partitioning to vectorize the solution of block bidiagonal matrices
2. Inverse iteration for the solution of eigenvalue problems
3. Parallel numerical libraries
4. V-invariant methods for generalised least squares problems

Solution of boundary value problems in ODE's

1. Collocation methods for the discretization of boundary value problems
2. Factorisation of operators, dichotomy, and the stability of computations
3. Cyclic reduction and its relation to representation theorems
4. Estimation of ODE's, variable selection, and the suitability of bases
5. Kalman filters, stochastic ODE's, and smoothing problems
6. ODE eigenvalue problems, stability, and bifurcation

Estimation and approximation

1. Fisher's method of scoring for maximising likelihoods
2. Scoring under constraints
3. Rank regression and l₁ estimation
4. Robust methods
5. Methods of variable selection
6. Trust region methods

Polyhedral convex functions

1. Structure functional representation
2. Simplicial methods for minimization
3. Resolution of degeneracy
4. Problems with polyhedral constraints

Discrete simulation

1. Event oriented model descriptions
2. Object oriented programming implementation

Publications

Back to top

 

Some publications

• Fisher's method of scoring

• Wrap-around partitioning for block bidiagonal systems

• Cyclic reduction, dichotomy, and the estimation of differential equations

• A new approach to variable selection in least squares problems

• On the LASSO and its dual

• Variable selection and control in least squares problems

• Inverse iteration and deflation in the solution of generalised eigenvalue problems

• Computing eigenvalues of ordinary differential equations

• Notes on least squares and maximum likelihood

• Scoring with constraints

• An approach to parameter estimation and model selection in differential equations

• When LP is not a good idea - using structure in polyhedral optimization problems

• Least squares methods in maximum likelihood problems

• Parameter estimation of ordinary differential equations

• Stability Problems in ODE Estimation

• Numerical Questions in ODE Boundary Value Problems

• Separable least squares, variable projection, and the Gauss-Newton algorithm

• On perturbations of linear least squares problems

Back to top

 

 

Slides for lectures

• The estimation problem in ordinary differential equations

• Effective vectorized solvers for narrow band systems by wrap-around partitioning

• Variable selection and control in least squares problems

• When LP is not a good idea - structure in polyhedral optimization problems

• Parameter estimation and model selection in differential equations

• V-invariant methods for generalised least squares, Kalman filter application

• Polyhedral function constrained optimisation problems

• Least squares methods in maximum likelihood problems

• Ryan60

• CTAC04

• Multiple shooting revisited

• Stability problems in ODE estimation

• Numerical questions in ODE boundary value problems

• ODE estimation - statistical properties and numerical problems

• The Bock iteration

• On ODE estimation algorithms (CTAC08)

Back to top

 

 

 

Biographical Information

Date of Birth: 26/12/1934

Married: Gloria Mary

Qualifications: B.A. (Melb.), Ph.D (Lond.), FAA.

Full c.v.

Back to top

 

Personal Interests

 

Back to top

 

 

 

accesses since Thursday April 9, 1998