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The Development of Commercial Optimization Software

Summary of the impact

Research led by Professor Roger Fletcher has resulted in the development of a suite of algorithms that are now widely used throughout industry. An algorithm of fundamental importance constructed by Fletcher and co-workers is the filter method — a radically different approach to solving large and complex nonlinear optimization problems typical of those faced by industry. This algorithm was developed with the principal aim of providing a computationally reliable and effective method for solving such problems. The filter method is now utilised by a variety of high-profile industry end-users including IBM, Schlumberger, Lucent, EXXON, Boeing, The Ford Motor Company, QuantiSci and Thomson CSF. The use of the filter method has had a significant economic and developmental impact in these companies through enhanced business performance and cost savings.

Submitting Institution

University of Dundee

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics, Numerical and Computational Mathematics
Information and Computing Sciences: Computation Theory and Mathematics

Decomposition, defect correction, and related numerical methods

Summary of the impact

Spatial decomposition methods have been extended to apply to spatial, scale, and temporal domains as a result of work at the Numerical and Applied Mathematics Research Unit (NAMU) at the University of Greenwich. This work has led to a numerical framework for tackling many nonlinear problems which have been key bottlenecks in software design and scientific computing. The work has benefitted the welding industry in the UK because these concepts are now embedded, with parallel computing, in the industry's modern welding design process software.

Submitting Institution

University of Greenwich

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Pure Mathematics, Applied Mathematics, Numerical and Computational Mathematics

Commercialisation of Conic Optimization Routines in NAG Library

Summary of the impact

New optimization routines have been commercialised as a product by the Numerical Algorithms Group (NAG). These routines are based on research in the School of Mathematics at the University of Birmingham. NAG has confirmed that their expectation is that they will release this new product, under licence, in Mark 24 of the NAG C Library, to be made available in February 2014. The product is based on the PENNON software code developed by Michal Kocvara (Birmingham) and Michael Stingl (Erlangen). NAG are an international benchmark provider of numerical algorithms and software in mathematics, and as optimization becomes ubiquitous, the novel routines for nonlinear optimization will help NAG attract new customers and bring further benefits to industrial and commercial end users. Inclusion in the NAG Library will mean that this product is actively marketed to the company's worldwide client base which includes many major corporations in the finance sector and engineering industries (44% of NAG's £8.2m turnover in 2012/2013 was outside of the UK).

Submitting Institution

University of Birmingham

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics, Numerical and Computational Mathematics
Information and Computing Sciences: Computation Theory and Mathematics

Quadratic and Linear Knapsack Problems with Scheduling Applications

Summary of the impact

Many operations in daily life, from manufacturing to running a hospital, need to optimise the return on use of resources where volume and value are conditions. Scheduling theory tackles some of the hardest practical optimisation problems, not known to be solvable in reasonable computation time. Strusevich and Kellerer have been able to reformulate practical scheduling challenges as `knapsack problems' - dealing with volume and value constraints - and then design approximation algorithms which can be applied back to the original challenge. The work has attracted EPSRC funding, stimulated a new field of research which is developing fast, been widely published, led to presentations at international conferences including the 2009 Computers and Industrial Engineering conference attended by industry practitioners and is impacting on Combinatorial Optimisation research.

Submitting Institution

University of Greenwich

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics, Numerical and Computational Mathematics
Information and Computing Sciences: Computation Theory and Mathematics

Optimising Spacecraft Design for A World-leading Space Agency

Summary of the impact

Through close collaboration with scientists at the European Space Agency (ESA), research at the University of Southampton has developed new algorithms and an associated software tool that have contributed to more efficient spacecraft design. Now a standard component of the ESA's design technology, the tools have doubled the speed in which crucial design processes can be completed, resulting in increased efficiency over the REF period of 20 person-years — equivalent to €1 million in monetary terms — and maintaining the ESA's manufacturing competitiveness. The success of this work led to a €480,000 EU grant to adapt the tools for the avionics industry as part of efforts to meet ambitious environmental targets under the EU Clean Sky Initiative.

Submitting Institution

University of Southampton

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics, Numerical and Computational Mathematics
Information and Computing Sciences: Computation Theory and Mathematics

Improving Met Office weather forecasting accuracy

Summary of the impact

Weather impacts all of our lives and we all take a close interest in it, with every news report finishing with a weather forecast watched by millions. Accurate weather forecasting is essential for the transport, agricultural and energy industries and the emergency and defence services. The Met Office plays a vital role by making 5-day forecasts, using advanced computer algorithms which combine numerical weather predictions (NWP) with carefully measured data (a process known as data assimilation). However, a major limitation on the accuracy of these forecasts is the sub- optimal use of this data. Adaptive methods, developed in a partnership between Bath and the Met Office have been employed to make better use of the data, thus improving the Met Office operational data assimilation system. This has lead to a significant improvement in forecast accuracy as measured by the `UK Index' [A] with great societal and economic impact. These forecasts, in particular of surface temperatures, are pivotal for the OpenRoad forecasting system used by local authorities to plan road clearing and gritting when snow or ice are predicted [B].

Submitting Institution

University of Bath

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Environmental

Research Subject Area(s)

Mathematical Sciences: Pure Mathematics, Applied Mathematics, Numerical and Computational Mathematics

Improving Scheduling and Efficiency in Sporting Leagues.

Summary of the impact

Professor Wright has developed practical scheduling implementations for sports fixtures and officials, with regular clients at both professional and amateur level in the UK and abroad, including the England and Wales Cricket Board and the New Zealand Rugby Union. His expertise also supports `what if' exercises, enabling clients to experiment with new ideas and announce changes with confidence that they will work in practice. His work has resulted in financial gains, substantial savings in skilled administrative time and high satisfaction for stakeholders. His research has potential reach across numerous sports, at all levels across the world.

Submitting Institution

Lancaster University

Unit of Assessment

Business and Management Studies

Summary Impact Type

Societal

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics
Economics: Applied Economics

New thermostatic controls adopted by molecular dynamics software providers

Summary of the impact

Molecular dynamics (MD) simulations are used extensively in chemistry, biology and material sciences, placing huge demands on computer resources. Because these simulations explore the behaviour of molecules at defined ambient temperature, temperature control (thermostatting) is an essential element of MD algorithms. In a series of papers published from 2009 on, Leimkuhler (Maxwell Institute) and his collaborators developed improved numerical methods for temperature control. They proposed new algorithms and analysed their properties (such as fidelity to the dynamical model, efficiency and stability). The new algorithms have since been implemented in the world's leading MD software packages including DL-Poly, AMBER, NAMD and Accelrys's Material Studio. The research has had clear economic impact on the commercial company Accelrys by improving its product, and more broadly on the community of MD code users worldwide by providing improved simulation tools.

Submitting Institutions

University of Edinburgh,Heriot-Watt University

Unit of Assessment

Mathematical Sciences

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Pure Mathematics, Applied Mathematics
Chemical Sciences: Theoretical and Computational Chemistry

Rapid analysis and design software for engineers

Summary of the impact

Novel numerical limit analysis methods developed in the Department of Civil and Structural Engineering have been embedded in commercial software developed by spin-out company LimitState (http://www.limitstate.com). The software is now used by over 100 industrial organisations in more than 30 countries.

The software can model real-world problems far more quickly (up to 50 times faster) than was previously possible, bringing significant productivity and economic benefits to practitioners and their clients, e.g.:

  • Up to £500k saved on a weekly basis by a single organisation due to new `rapid response' offshore design capability;
  • £500k saved by a client on a single project, due to the software showing that a planned bridge strengthening programme was unnecessary.

Submitting Institution

University of Sheffield

Unit of Assessment

Civil and Construction Engineering

Summary Impact Type

Economic

Research Subject Area(s)

Mathematical Sciences: Applied Mathematics, Numerical and Computational Mathematics
Engineering: Civil Engineering

Enhanced reservoir management in the oil/gas sector via new algorithms for large-scale optimization

Summary of the impact

Research in the HWCS Intelligent Systems Lab since 2006 has developed approaches to accelerate and improve large-scale optimization. This has led to new algorithms that enable multiple high-quality solutions for complex problems, either more quickly, with better solution quality than previously obtainable, or both. These algorithms, combined with uncertainty quantification techniques from related research, have been adopted by both British Petroleum Plc (BP) and Epistemy Ltd (an SME serving the oil/gas sector). Impact for BP includes improved business decision-making (relating to ~$330M in turnover),and impact for Epistemy includes sales of £230k.

Submitting Institution

Heriot-Watt University

Unit of Assessment

Computer Science and Informatics

Summary Impact Type

Technological

Research Subject Area(s)

Mathematical Sciences: Numerical and Computational Mathematics, Statistics
Information and Computing Sciences: Computation Theory and Mathematics

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