## Michael Ferris

**Professor**

4381 Computer Sciences and Statistics

1210 West Dayton Street

Madison, WI 53706Tel:

Ph: 6082624281OR2621204

Fax: (608) 262-9777

ferris@cs.wisc.edu

**Primary Affiliation**:

Industrial and Systems Engineering

**Additional Affiliations**:

Computer Sciences,

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Research Interests

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Profile Summary

### Profile Summary

Algorithmic work related to complementarity solvers is attempting to solve large scale models in a robust and numerically stable fashion.To this end, we continue to develop new algorithms and implementations, along with testing beds and techniques for succinctly modeling both complementarity problems and mathematical programs with equilibrium constraints. Professor Ferris is interested in using optimization in applications ranging from video-on-demand to radiation therapy.He also continues to investigate robust methods for solving large-scale variational inequality and nonlinear programming problems with applications to problems in economics and engineering. Dr. Ferris' research is concerned with providing tools to operations researchers, economists and engineers that help them to understand and solve their models.Problem analysis routines, data manipulations and solution visualization procedures are being developed to aid both solver routines and model developers.Professor Ferris is developing software that converts mathematical programs with equilibrium constraints into nonlinear programs to enable large scale solution.Current work is investigating how to easily formulate and solve practical optimization problems using the Condor system over a confederation of workstations.

- B.A., Mathematics, Churchill College, Cambridge, 1984
- M.Phil., Control Engineering and Operational Research, Churchill College, Cambridge, 1985
- M.A., Mathematics, Churchill College, Cambridge, 1988
- Ph.D., Mathematical Programming, Churchill College, Cambridge, 1989

- mathematical programming
- modeling and applications of operations research
- complementarity problems
- radiation therapy planning
- numerical algorithms

- Mathematical Programming Society
- Institute for Operations Research and the Management Sciences
- Society for Industrial and Applied Mathematics
- Arthur Shercliff Memorial Prize, Cambridge University 1985
- Rayleigh Prize for Mathematics, Cambridge University 1986
- University of Wisconsin--Madison Chancellor\'s Award 1986-1987
- Presidential Young Investigators Award, National Science Foundation 1991
- National Computational Science Award for Teaching Undergraduates, Department of Energy 1994
- Beale-Orchard-Hays Prize for Excellence in Computational Mathematical Programming, Mathematical Programming Society 1997
- Vilas Associate Award, University of Wisconsin, 1999-2001
- Guggenheim Fellowship 2001-2002
- The William Pierskalla best paper award for research excellence in health care management science, Institute for Operations Research and the Management Sciences 2002
- Sonoco Technology Award, Sonoco Products Company 2004

- Ferris, M.C., Mesnier, M.P. & More, J., \"NEOS and Condor: Solving Nonlinear Optimization Problems over the Internet,\" ACM Transactions on Mathematical Software, 26:1-18, 2000.
- Ferris, M.C. & Ruszczynski, A., \"Robust Path choice and Vehicle Guidance in Networks with Failures,\" Networks, 35:181-194, 2000.
- Ferris, M.C. & Munson, T.S., \"Complementarity Problems in GAMS and the PATH Solver,\" Journal of Economic Dynamics and Control, 24:165-188, 2000.
- Ferris, M.C. & Munson, T.S., \"Modeling Languages and Condor: Metacomputing for Optimization,\" Mathematical Programming, 88:487-506, 2000.
- Eager, D.L., Ferris, M.C., & Vernon, M.K., \"Optimized Caching in Systems with Heterogeneous Client Populations,\" Performance Evaluation, 42:163-185, 2000.
- Ferris, M.C. & Sinapiromsaran, K., \"Formulating and Solving Nonlinear Programs as Mixed Complementarity Problems,\" In: Nguyen, V.H., Strodiot, J.J. & Tossings, P. (Eds.) Optimization, Volume 481 of Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, 2000.
- Ferris, M.C. & Meyer, R.R., \"Models and Solution for On-demand Data Delivery Problems,\" In: Pardalos, P.-M. (Ed.), Approximation and Complexity in Numerical Optimization: Continuous and Discrete Problems, Volume 42 of Nonconvex Optimization and its Applications, Dordrecht: Kluwer, pp. 175-188, 2000.
- DeBremaecker, J.-C., Ferris, M.C., & Ralph, D., \"Compressional Fractures Considered as Contact Problems and Mixed Complementarity Problems,\" Engineering Fracture Mechanics, 66:287-303, 2000.
- Ferris, M.C., Munson, T.S., & Ralph, D., \"A Homotopy Method for Mixed Complementarity Problems Based on the PATH Solver,\" In: Griffiths, D.F. & Watson, G.A. (Eds.) Numerical Analysis 1999, Research Notes in Mathematics, London: Chapman and Hall, pp. 143-167, 2000.
- DeBremaecker, J.-C. & Ferris, M.C., \"A Comparison of Two Algorithms for Solving Closed Crack Problems,\" Engineering Fracture Mechanics, 66:601-605, 2000.
- Ferris, M.C. & Shepard, D.M., \"Optimization of Gamma Knife Radiosurgery,\" In: Du, D.-Z., Pardalos, P. & Wang, J. (Eds.) Discrete Mathematical Problems with Medical Applications Volume 55 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, American Mathematical Society, pp. 27-44, 2000.
- Ferris, M.C., Munson, T.S., & Sinapiromsaran, K., \"A Practical Approach to Sample-Path Simulation Optimization,\" In: Joines, J.A., Barton, R.R., Kang, K., & Fishwick, P.A. (Eds.) Proceedings fo the 2000 Winter Simulation Conference, Orlando, FL: Omnipress, pp. 795-804, 2000.
- Shepard, D.M., Ferris, M.C., Ove, R., & Ma, L., \"Inverse Treatment Planning for Gamma Knife Radiosurgery,\" Medical Physics, 27:12, 2000.
- Ferris, M.C. & Munson, T.S., \"Preprocessing Complementarity Problems,\" in: Ferris, M.C., Mangasarian, O.L. and Pang, J.-S. (Eds.) Complementarity: Applications, Algorithms and Extensions, Volume 50 of Applied Optimization, Dordrecht, The Netherlands: Kluwer Academic Publishers, pp. 143-164, 2001.
- Ferris, M.-C., Mangasarian, O.L., & Pang, J.S. (Eds.) Complementarity: Applications, Algorithms and Extensions Vol. 50, Applied Optimization, Dordrecht, The Netherlands: Kluwer Academic Publishers, 2001.
- D\'Souza, W.D., Meyer, R.R., Thomadsen, B.R., & Ferris, M.C., \"An Iterative Sequential Mixed-Integer Approach to Automated Prostate Brachytherapy Treatment Optimization,\" Physics in Medicine and Biology 46:297-322, 2001.
- Anderson, E.J. & Ferris, M.C., \"A Direct Search Algorithm for Optimization with Noisy Function Evaluations,\" SIAM Journal on Optimization, 11:837-857, 2001.
- Ferris, M.C. & Tin-Loi, T., \"Limit Analysis of Frictional Block Assemblies as a Mathematical Program with Complementarity Constraints,\" International Journal of Mechanical Sciences 43:209-224, 2001.
- Chen, Q. & Ferris, M.C., \"FATCOP: A Fault Tolerant Condor-PVM Mixed Integer Program Solver,\" SIAM Journal on Optimization, 11:1019--1036, 2001.
- Munson, T.S., Facchinei, F., Ferris, M.C., Fischer, A., & Kanzow, C., \"The Semismooth Algorithm for Large Scale Complementarity Problems,\" INFORMS Journal on Computing, 13:294--311, 2001.
- Chen, Q., Ferris, M.C., & Linderoth, J.T., \"FATCOP 2.0: Advanced Features in an Opportunistic Mixed Integer Programming Solver,\" Annals of Operations Research, 103:17--32, 2001.
- Ferris, M.C. & Kanzow, C., \"Complementarity and Related Problems: A Survey,\" In: Pardalos, P.-M. & Resende, M.G.C. (Eds.) Handbook of Applied Optimization, Oxford University Press, pages 514--530, 2002.
- D.M. Shepard, L.S. Chin, S.J. DiBiase, S.A. Naqvi, J. Lim, and M.C. Ferris. Clinical implementation of an automated planning system for Gamma Knife radiosurgery.International Journal of Radiation Oncology, Biology, Physics, 56:1488--1494, 2003.
- M. C. Ferris and T. S. Munson. Interior point methods for massive support vector machines. SIAM Journal on Optimization, 13:783--804, 2003.
- M. C. Ferris, J.-H. Lim, and D. M. Shepard. Optimization approaches for treatment planning on a Gamma Knife. SIAM Journal on Optimization, 13:921--937, 2003.
- M. C. Ferris and M. M. Voelker. Fractionation in radiation treatment planning. Mathematical Programming, 102:387--413, 2004.
- H. Zhang, G. Wahba, Y. Lin, M. Voelker, M. Ferris, R. Klein, and B. Klein. Variable selection and model building via likelihood basis pursuit. Journal of American Statistical Association, 99(467):659--672, 2004.
- M. C. Ferris and T. S. Munson. Semismooth support vector machines. Mathematical Programming, 101:185--204, 2004.
- M. C. Ferris, S. P. Dirkse, and A. Meeraus. Mathematical programs with equilibrium constraints: Automatic reformulation and solution via constrained optimization. In T.J. Kehoe, T.N. Srinivasan, and J. Whalley, editors, Frontiers in Applied General Equilibrium Modeling, pages 67--93. Cambridge University Press, 2005.
- P.F. Brennan, M.C. Ferris, S.M. Robinson, S.J. Wright, and J. Marquard. Modeling participation in the NHII: Operations research approach. Journal of the American Medical Informatics Association, 2005.
- J. Wallace, A. Philpott, M. O\'Sullivan, and M. Ferris. Optimal rig design using mathematical programming.2nd High Performance Yacht Design Conference, Auckland, 14--16 February, 2006, pp 185--192

- Recent presentations http://www.cs.wisc.edu/~ferris/ferris.talks.html
- MATLAB/GAMS interface http://www.cs.wisc.edu/math-prog/matlab
- Full list of publications http://www.cs.wisc.edu/~ferris/ferris.publications.htm

- Co-Editor, Mathematical Programming (2001--present)
- Associate Editor, SIAM Journal on Optimization (2002--present)
- Associate Editor, Transactions on Mathematical Software (2004--present)
- Editorial Board, Optimization Methods and Software (1992--present)
- Editorial Board, Communications on Applied Nonlinear Analysis (1994--present)

#### Summer 2016

- ISYE 699 - Advanced Independent Study

Algorithmic work related to complementarity solvers is attempting to solve large scale models in a robust and numerically stable fashion.To this end, we continue to develop new algorithms and implementations, along with testing beds and techniques for succinctly modeling both complementarity problems and mathematical programs with equilibrium constraints. Professor Ferris is interested in using optimization in applications ranging from video-on-demand to radiation therapy.He also continues to investigate robust methods for solving large-scale variational inequality and nonlinear programming problems with applications to problems in economics and engineering. Dr. Ferris\' research is concerned with providing tools to operations researchers, economists and engineers that help them to understand and solve their models.Problem analysis routines, data manipulations and solution visualization procedures are being developed to aid both solver routines and model developers.Professor Ferris is developing software that converts mathematical programs with equilibrium constraints into nonlinear programs to enable large scale solution.Current work is investigating how to easily formulate and solve practical optimization problems using the Condor system over a confederation of workstations.