Daniel Ralph
Professor of Operations Research at Cambridge Judge Business School Executive Education
Schools
- Cambridge Judge Business School Executive Education
Expertise
Links
Biography
Cambridge Judge Business School Executive Education
Professor of Operations Research
Academic Director of the Centre for Risk Studies (CRS)
Director of Studies in Management Studies and Fellow of Churchill College
BSc (University of Melbourne), MS, PhD (University of Wisconsin)
Research interests
Risk in business decision making; risk aversion in electricity markets; methods and models for optimisation problems and equilibrium systems.
Subject group: Operations & Technology Management
Professional experience
Professor Ralph is a member of the Australian Mathematical Society, INFORMS, the Mathematical Optimization Society and SIAM. He was Editor-in-Chief of Mathematical Programming (Series B) from 2007-2013 and has served on the editorial boards of Mathematics of Operations Research and the SIAM Journal on Optimization, as well as the SIAM-MPS book series on optimisation.
Previous appointments
Following post-doctoral research at Cornell University, Professor Ralph was Lecturer and then Senior Lecturer at the University of Melbourne in Australia.
Selected publications
Here are a selection of Daniel Ralph''s publications. Please see the "Selected publications" tab above for a more comprehensive list.
Wogrin, S., Hobbs, B.F., Ralph, D., Centeno, E. and Barquín, J. (2013) "Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition." Mathematical Programming, 140(2): 295-322 (DOI: 10.1007/s10107-013-0696-2)
Ralph, D. and Xu, H. (2011) "Convergence of stationary points of sample average two-stage S stochastic programs: a generalized equation approach." Mathematics of Operations Research, 36(3): 568-592 (DOI: 10.1287/moor.1110.0506)
Ralph, D. (2008) "Mathematical programs with complementarity constraints in traffic and telecommunications networks." Royal Society of London. Philosophical Transactions. Mathematical, Physical and Engineering Sciences, 366(1872): 1973-1987 (DOI: 10.1098/rsta.2008.0026)
Hu, X. and Ralph, D. (2007) "Using EPECs to model bilevel games in restructured electricity markets with locational prices." Operations Research, 55(5): 809-827 (DOI: 10.1287/opre.1070.0431)
Fletcher, R., Leyffer, S., Ralph, D. and Scholtes, S. (2006) "Local convergence of SQP methods for mathematical programs with equilibrium constraints." SIAM Journal on Optimization, 17(1): 259-286
Ralph, D. and Wright, S.J. (2004) "Some properties of regularization and penalization schemes for MPECs." Optimization Methods and Software, 19(5): 527-556
Journal articles
Ralph, D. (1994) "Global convergence of damped Newton''s method for nonsmooth equations via the path search." Mathematics of Operations Research, 19(2): 352-389
Wright, S. and Ralph, D. (1996) "A superlinear infeasible-interior-point algorithm for monotone complementarity problems." Mathematics of Operations Research, 21(4): 815-838
Pang, J.-S. and Ralph, D. (1996) "Piecewise smoothness, local invertibility, and parametric analysis of normal maps." Mathematics of Operations Research, 21(2): 401-426
Ralph, D. and Scholtes, S. (1997) "Sensitivity analysis of composite piecewise smooth equations." Mathematical Programming, 76(3): 593-611
Churilov, L., Ralph, D. and Sniedovich, M. (1998) "A note on composite concave quadratic programming." Operations Research Letters, 23(3-5): 163-169
Jiang, H. and Ralph, D. (1999) "QPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints." Computational Optimization and Applications, 13(1-3): 25-49 (DOI: 10.1023/A:1008696504163)
De Bremaecker, J., Ferris, M. and Ralph, D. (2000) "Compressional fractures considered as contact problems and mixed complementarity problems." Engineering Fracture Mechanics, 66(3): 287-303
Neame, P., Boland, N. and Ralph, D. (2000) "An outer approximate subdifferential method for piecewise affine optimization." Mathematical Programming, 87(1): 57-86
Ralph, D. and Wright, S.J. (2000) "Superlinear convergence of an interior-point method despite dependent constraints." Mathematics of Operations Research, 25(2): 179-194
Jiang, H. and Ralph, D. (2000) "Smooth SQP methods for mathematical programs with nonlinear complementarity constraints." SIAM Journal of Optimization, 10(3): 779-808
Panchapakesan, C., Palaniswami, M., Ralph, D. and Manzie, C. (2002) "Effects of moving the centers in an RBF network." IEEE Transactions on Neural Networks, 13(6): 1299-1307
Hu, X. and Ralph, D. (2002) "A note on sensitivity of value functions of mathematical programs with complementarity constraints." Mathematical Programming, 93(2): 265-279
Manzie, C., Palaniswami, M., Ralph, D., Watson, H. and Yi, X. (2002) "Model predictive control of a fuel injection system with a radial basis function network observer." Transactions of the American Society of Mechanical Engineers Journal of Dynamic Systems Measurement and Control, 124(4): 648-658
Brockwell, A., Polak, E., Evans, R., Ralph, D. (2003) "Dual-sampling-rate moving-horizon control of a class of linear systems with input saturation and plant uncertainty." Journal of Optimization Theory and Applications, 116(3): 485-516
Jiang, H. and Ralph, D. (2003) "Extension of quasi-Newton methods to mathematical programs with complementarity constraints." Computational Optimization and Applications, 25(1-3): 123-150
Eberhard, A. and Ralph, D. (2003) "Rank-1 representers." Journal of Mathematical Sciences, 115(5): 2653-2700
Churilov, L., Bomze, I.M., Sniedovich, M., Ralph, D. (2004) "Hyper sensitivity analysis of portfolio optimization problems." Asia Pacific Journal of Operational Research, 21(3): 297-317
Hu, X.M. and Ralph, D. (2004) "Convergence of a penalty method for mathematical programming with complementarity constraints." Journal of Optimization Theory and Applications, 123(2): 365-390
Ralph, D. and Wright, S.J. (2004) "Some properties of regularization and penalization schemes for MPECs." Optimization Methods and Software, 19(5): 527 - 556
Shilton, A., Palaniswami, M., Ralph, D., Tsoi, A.C. (2005) "Incremental training of support vector machines." IEEE Transactions on Neural Networks, 16(1): 114-131
Ralph, D. and Xu, H. (2005) "Implicit smoothing and its application to optimization with piecewise smooth equality constraints." Journal of Optimization Theory and Applications, 124(3): 673-699
Yang, X.Q. and Ralph, D. (2005) "Characterizations for perturbed exact penalty functions." Nonlinear Analysis, 62(1): 101-106
Giallombardo, G. and Ralph, D. (2006) "Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs." Mathematical Programming, 2 September (DOI: 10.1007/s10107-006-0020-5)
Fletcher, R., Leyffer, S., Ralph, D. and Scholtes, S. (2006) "Local convergence of SQP methods for mathematical programs with equilibrium constraints." SIAM Journal on Optimization, 17(1): 259-286
Hu, X. and Ralph, D. (2007) "Using EPECs to model bilevel games in restructured electricity markets with locational prices." Operations Research, 55(5): 809-827 (DOI: 10.1287/opre.1070.0431)
Giallombardo, G. and Ralph, D. (2008) "Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs." Mathematical Programming, 112(2): 335-369 (DOI: 10.1007/s10107-006-0020-5)
Goulart, P.J., Kerrigan, E.C. and Ralph, D. (2008) "Efficient robust optimization for robust control with constraints." Mathematical Programming, 114(1): 115-147 (DOI: 10.1007/s10107-007-0096-6)
Pang, J.-S. and Ralph, D. (2008) "Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming." Mathematical Programming, 117(1-2): 1-4 (DOI: 10.1007/s10107-007-0169-6)
Ralph, D. (2008) "Mathematical programs with complementarity constraints in traffic and telecommunications networks." Royal Society of London. Philosophical Transactions. Mathematical, Physical and Engineering Sciences, 366(1872): 1973-1987 (DOI: 10.1098/rsta.2008.0026)
Crouzeix, J.-P., Eberhard, A. and Ralph, D. (2010) "A geometrical insight on pseudoconvexity and pseudomonotonicity." Mathematical Programming, 123(1): 61-83 (DOI: 10.1007/s10107-009-0324-3)
Ralph, D. and Xu, H. (2011) "Convergence of stationary points of sample average two-stage S stochastic programs: a generalized equation approach." Mathematics of Operations Research, 36(3): 568-592 (DOI: 10.1287/moor.1110.0506)
Wogrin, S., Hobbs, B.F., Ralph, D., Centeno, E. and Barquín, J. (2013) "Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition." Mathematical Programming, 140(2): 295-322 (DOI: 10.1007/s10107-013-0696-2)
Hult, E., Jiang, H. and Ralph, D. (2014) "Exact computational approaches to a stochastic uncapacitated single allocation p-hub center problem." Computational Optimization and Applications, 59(1/2): 185-200 (DOI: 10.1007/s10589-013-9629-5)
Books, monographs, reports & case studies
Luo, Z.-Q., Pang, J.-S. and Ralph, D. (1996) Mathematical programs with equilibrium constraints. Cambridge: Cambridge University Press.
Eberhard, A., Hill, R., Ralph, D. and Glover, B.M. (1999) Progress in optimization: contributions from Australasia. Dordrecht: Kluwer Academic Publishers.
Book chapters
Jiang, H. and Ralph, D. (1998) "Global and local superlinear convergence analysis of Newton-type methods for semismooth equations with smooth least squares." In Fukushima, M. and Qi, L. (eds.): Reformulation - nonsmooth, piecewise smooth, semismooth and smoothing methods. Boston MA: Kluwer Academic Publishers, pp.181-209
Conference papers
Jiang, H., Ralph, D. and Tin Loi, F. (1997) "Identification of yield limits as a mathematical program with equilibrium constraints." In Grzebieta, R.H., Al-Mahaidi, R. and Wilson, J.L. (eds.): Australasian Conference on The Mechanics of Structures and Materials, 15th, Balkema, Rotterdam. Rotterdam: Balkema, pp.399-404
Hu, X. and Ralph, D. (2001) "Nash equilibria for games in competitive electricity markets under network constraints." In Li, D. (ed.) Proceedings of the International Conference on Optimization: Techniques and Applications (5th), 15-17 December 2001, Hong Kong. Hong Kong: Contemporary Development Company, pp.1851-1858
Ralph, D., Xu, H. and Meng, F. (2006) "Regularization methods for stochastic mathematical programs with complementarity constraints." In: European Conference on Operational Research, 21st (EURO XXI), 2-5 July 2006, Rejkjavik, Iceland.
Ralph, D. (2006) "Complementarity models and the architecture of energy markets." In: International Symposium on Mathematical Programming (ISMP), 19th, 30 July-4 August 2006, Rio de Janeiro, Brazil.
Ralph, D. and Smeers, Y. (2010) "The invisible hand for risk averse investment in electricity generation." In Chen, B. (ed.): International Conference on Algorithmic Aspects in Information and Management, 6th, 19-21 July, Weihai, PRC.
Jansen, M., Oraiopoulos, N. and Ralph, D. (2014) "Contracting for continuity of mission critical services." In: INFORMS Annual Meeting, 9-12 November 2014, San Francisco, CA, USA.
Working papers
Hu, X., Ralph, D., Ralph, E.K., Bardsley, P. and Ferris, M.C. (2004) "Electricity generation with looped transmission networks: bidding to an ISO." Judge Institute of Management, Cambridge University, Research Paper No.2004/16
Holmberg, P., Newbery, D. and Ralph, D. (2008) "Supply function equilibria: step functions and continuous representations." Electricity Policy Research Group Working Papers, No.EPRG0829. Cambridge: University of Cambridge.
Cyber risks
The loss of sensitive information gets all the headlines, but lesser-known threats from cyber attacks also deserve attention, say risk experts at …
Heightened risk ahead for the world
Report “Cambridge Global Risk Index 2017” released by the Centre for Risk Studies at Cambridge Judge. The risk of major shocks to …
Paper on subprime ‘irrationality’ wins Cambridge-McKinsey Risk Prize
Winning paper by PhD candidate Rasheed Saleuddin finds ‘mark to market’ was not the culprit for the deepening financial crisis. The Cambridge …
Is ‘risk culture’ enough?
Civil and administrative actions to enforce personal behaviour are essential despite the growing prominence of risk culture, argue two academics at the …
Cities at risk
New model by Cambridge Centre for Risk Studies for Lloyd’s says world cities face expected losses of $4.6 trillion in economic output …
5th Cambridge summit will take the pulse of big data risk
Cambridge Centre for Risk Studies will host its annual Risk Summit on 23-24 June exploring global hot topics in risk management. The …
Putting a price on our future
Helping big businesses consider their impact on the environment is leading to a re-evaluation of activities to combine profitability with sustainability. How …
Professor Daniel Ralph, Cambridge Judge Business School: Contingent business interruption happens offshore in the supply chain and is hard to predict
At the Centre for Risk Studies’ 4th Annual Meeting, leaders and decision makers from business, government, inter-governmental organisations, academia and NGOs explored …
Professor Daniel Ralph: Welcome and introduction to the Centre for Risk Studies’ 3rd Annual Meeting
Professor Danny Ralph is a Founder and Director of the Centre for Risk Studies, Professor of Operations Research at Cambridge Judge Business …
Bloomberg: Geopolitical and sovereign threats increase
Daniel Ralph, Professor of Operations Research and Academic Director of the Centre for Risk Studies at Cambridge Judge Business School, discusses increased …
Cambridge TV: Cities at Risk
Professor Daniel Ralph, Director of the Centre for Risk Studies (CRS) at Cambridge Judge, discusses Lloyd’s City Risk Index 2015-2025 developed by …
My Science: Putting a price on our future
As sustainability moves up the agenda, the University of Cambridge Programme for Sustainability Leadership (CPSL) is linking Cambridge academics with international businesses …
Videos
Read about executive education
Other experts
Michel Fender
Michel Fender is Adjunct Professor at HEC Paris since 2014 in charge of teaching Supply Chain, Value and Operations Management. He teaches in Executive MBAs such TRIUM, Executive Masters and Custom programmes. Michel Fender has been associating since more 30 years expertise and pedagogy in order...
Ken Myer
Education MBA University of Washington (1996) MA University of Washington (1982) BA University of Washington (1980) Academic Expertise entrepreneurship leadership technology commercialization Positions Held Interim Executive: HydraMaster, Yapta, Data I/O, Gift Certificates.com, Service Intel...
Popular Courses
Private Equity: Investing and Creating Value
The Wharton School
Philadelphia, Pennsylvania, United States
Sep 8
Leading Strategic Growth and Change
Columbia Business School
New York, New York, United States
Jun 10
The Positive Leader: Deep Change and Organizational Transformation
Stephen M. Ross School of Business
Ann Arbor, Michigan, United States
Jun 23
The Manchester Leadership Development Programme
Alliance Manchester Business School
Manchester, United Kingdom
Jul 1
Leading People and Teams
ESMT
Berlin, Germany
May 28
Leading Digital Transformation
ESMT
Berlin, Germany
May 28
Looking for an expert?
Contact us and we'll find the best option for you.