Regularity and Optimality Conditions for Equilibrium Constraint Programs
We are recruiting new Doctoral Researchers to our EPSRC funded Doctoral Landscape Award (DLA) PhD studentships starting 1 October 2025. Applications are invited for the project title: Regularity and Optimality Conditions for Equilibrium Constraint Programs.
Successful applicants will receive an annual stipend (bursary) of approximately £21,237, including inner London weighting, plus payment of their full-time home tuition fees for a period of 42 months (3.5 years).
You should be eligible for home (UK) tuition fees there are a very limited number (no more than two) of studentships available to overseas applicants, including EU nationals, who meet the academic entry criteria including English Language proficiency.
You will join the internationally recognised researchers in the Department of Mathematics research and PhD programmes.
The project
Optimisation models arise in almost every area of human activities such as in transport, manufacturing and economic planning. Frequently, in an increasingly complicated world constraints of an optimisation problem may involve variational inequalities and complementary conditions, and the underlying problem is called an equilibrium constrained problem or a mathematical program with equilibrium constraints (MPEC). MPEC models have received much attention due to their natural applications in practice. The aims of this project are to investigate regularity conditions and develop optimality criteria for a class of MPEC problems that may involve data uncertainties, and undertake selected applications such as financial derivative pricing evaluations using advanced modelling techniques.
Please contact Dr Chuong Thai Doan at chuong.thaidoan@brunel.ac.uk for an informal discussion about the studentships.
Eligibility
Applicants will have or be expected to receive a first or upper-second-class honours degree in an engineering, computer science, design, mathematics, physics or a similar discipline. A postgraduate master's degree is not required but may be an advantage.
Skills and experience
Applicants will be required to demonstrate the following skills;
- Good programming skills in a high-level programming language such as MATLAB, Python or R;
- Solid backgrounds in variational analysis, convex analysis and optimisation;
- Experience in stochastic programming and practical applications of operational research would be a significant advantage
You should be highly motivated, able to work independently as well as in a team, collaborate with others and have good communication skills.
How to apply
There are two stages of the application:
- Applicants must submit the by 4pm on Friday, 17 January 2025.
- If you are shortlisted for the interview, you will be asked to email the following documentation in a single PDF file to cedps-studentships@brunel.ac.uk within 72hrs:
- Your up-to-date CV;
- Your undergraduate degree certificate(s) and transcript(s) first or upper-second class honours degree essential;
- Your postgraduate master's degree certificate(s) and transcript(s) if applicable;
- Your valid English language qualification of IELTS 6.5 overall (minimum 6.0 in each section) or equivalent, if applicable; this must be valid up to 31 October 2025.
- Contact details for TWO referees, one of which can be an academic member of staff in the College.
Applicants should therefore ensure that they have all of this information in case they are shortlisted.
Interviews will take place on 13 and 14 February 2025. For shortlisted international/EU applicants’ interviews will be via Microsoft Teams and for UK applicants’ interviews will be in person at 明星八卦 University of London campus.