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Mohammed Alfaki

PhD in Optimization

Address:

Thomson Reuters, PointCarbon
Dronning Eufemiasgate 16,
0191 Oslo, Norway

Here is my curriculum vitae

Research:

  • Applications of Global Optimization
  • The Pooling Problem
  • Quadratically-Constrained Quadratic Programs

Education:

This picture was taken in my office


Standard pooling problems
Generalized pooling problems
PhD dissertation






mohammed.alfaki@thomsonreuters.com

Professional Experience:

  • Power Market Analyst, Thomson Reuters, PointCarbon, June 2013 - Present.
  • Researcher, Institute of Marine Research, Fisheries Dynamics Group, November 2012 - April 2013.
  • Research fellow, Department of Informatics, University of Bergen, October 2008 - November 2011.
  • Research Technician, The Early Life Stages Research Group, Institute of Marine Research, Bergen, Norway, June 2008 - August 2008.
  • Teaching Assistant, Faculty of Mathematical Sciences, University of Khartoum, Sudan, September 2005 - August 2006.

Conference Talks:

[1] Alfaki, M.: Applying over-relaxation and adaptive-step integration to the Hamiltonian Monte Carlo algorithm. In: The Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization A Conference on the Occasion of R.Y. Rubinstein's 70th Birthday, Sandbjerg Estate, Sønderborg, Denmark, July 14-18, 2008. ( pdf )
[2] Alfaki, M.: The Hamiltonian Monte Carlo algorithm in parameter estimation and uncertainty quantification. In: The 11th European Conference on the Mathematics of Oil Recovery, Bergen, Norway, September 8-9, 2008. ( pdf )
[3] Alfaki, M.: A path formulation for the generalized pooling problem. In: The 3rd Nordic Optimization Symposium, Stockholm, Sweden, March 13-14, 2009. ( pdf )
[4] Alfaki, M.: Strong formulations for the pooling problem. In: Toulouse Global Optimization workshop, Toulouse, France, August 31 - September 3, 2010. ( pdf )
[5] Alfaki, M.: Comparison of discrete and continuous models for the pooling problem. In 11th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems, Saarbrücken, Germany, September 8, 2011. ( pdf )

Peer Reviewed Conference Proceedings:

[1] Subbey, S., Alfaki, M., and Haugland, D.: The Hamiltonian Monte Carlo algorithm in parameter estimation and uncertainty quantification. In: 11th European Conference on the Mathematics of Oil Recovery. European Association of Geo-scientists and Engineers, 2008, paper P01.
[2] Alfaki, M., and Haugland, D.: Strong formulations for the pooling problem. In: Proceeding of Toulouse Global Optimization Workshop. Ed. by S. Cafieri, B. G.-Tóth, E. Hendrix, L. Liberti, and F. Messine. 2010, pp. 15-18.
[3] Frimannslund, L., El Ghami, M., Alfaki, M., and Haugland, D.: Solving the pooling problem with LMI relaxations. In: Proceeding of Toulouse Global Optimization Workshop. Ed. by S. Cafieri, B. G.-Tóth, E. Hendrix, L. Liberti, and F. Messine. 2010, pp. 51-54.
[4] Alfaki, M., and Haugland, D.: Comparison of discrete and continuous models for the pooling problem. In: 11th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems. Ed. by A. Caprara and S. Kontogiannis. OpenAccess Series in Informatics, 2011, pp. 112-121.

Journal publications:

[1] Alfaki, M., and Haugland, D. Strong formulation for the pooling problem. Journal of Global Optimization, 56(3): pp. 897-916, 2013. DOI:10.1007/s10898-012-9875-6.
[2] Alfaki, M., and Haugland, D. A multi-commodity flow formulation for the generalized pooling problem. Journal of Global Optimization, 56(3): pp. 917-937, 2013. DOI:10.1007/s10898-012-9890-7.
[3] Alfaki, M., and Haugland, D. A cost minimization heuristic for the pooling problem. Annals of Operation Research, 2013. DOI: 10.1007/s10479-013-1433-1.