Professor Andy Philpott

BA, BSc, MPhil, PhD

Professor

In: Engineering Science » Faculty of Engineering

Biography

My research interests span most of mathematical programming, in particular linear, non-linear and stochastic programming and their application to operations research problems, in particular optimal planning under uncertainty, capacity expansion in telecommunications and power networks, optimal power generation hydro-electric power systems, stochastic optimization in supply chains, and optimal yacht routing under uncertainty.

Much of my recent research has been conducted as part of the Electric Power Optimization Centre, which develops optimization and equilibrium models of electricity markets.

Qualifications

PhD in Operations Research, University of Cambridge
MPhil in Control Engineering and Operations Research, University of Cambridge
BSc in Mathematics, Victoria University of Wellington
BA in Philosophy, Victoria University of Wellington

Research | Current

Electricity markets
Optimal planning under uncertainty
Capability expansion in telecommunications and power networks
Optimal power generation hydro-electric power systems
Stochastic optimization in supply chains
Optimal yacht routing under uncertainty

Research groups

Electric Power Optimization Centre

Teaching | Current

ENGGEN 150 - Advanced Mechanics and Mathematical Modelling
ENGSCI 391 - Optimisation in Operations Research
ENGSCI 763 - Advanced Simulation and Stochastic Programming
ENGSCI 768 - Research Topics in Operations Research 1

Postgraduate supervision

Faisal Wahid

Keith Ruddell

Corey Kok

Distinctions/Honours

Hans Daellenbach Prize, 2006

Franz Edelman Laureate, 2009

Areas of expertise

Mathematical programming
Stochastic optimization
Supply function equilibrium
Electricity markets

Committees/Professional groups/Services

Professional affiliations

Member, IFIP Working Group on Stochastic Optimization
Member, Institute for Operations Research and the Management Sciences (INFORMS)
Member, Mathematical Programming Society
Member, Society for Industrial and Applied Mathematics (SIAM)
Associate Editor, Mathematical Programming
Associate Editor, Operations Research

Selected publications and creative works (Research Outputs)

Villumsen, J. C., Bronmo, G., & Philpott, A. B. (2013). Line Capacity Expansion and Transmission Switching in Power Systems With Large-Scale Wind Power. IEEE TRANSACTIONS ON POWER SYSTEMS, 28 (2), 731-739. 10.1109/TPWRS.2012.2224143
Philpott, A. B., de Matos, V. L., & Finardi, E. C. (2013). On Solving Multistage Stochastic Programs with Coherent Risk Measures. Operations Research, 61 (4), 957-970. 10.1287/opre.2013.1175
Anderson, E. J., Holmberg, P., & Philpott, A. B. (2013). Mixed strategies in discriminatory divisible-good auctions. The RAND Journal of Economics, 44 (1), 1-32. Related URL.
Villumsen, J. C., & Philpott, A. B. (2012). Investment in electricity networks with transmission switching. European Journal of Operational Research, 222 (2), 377-385. 10.1016/j.ejor.2012.05.002
Philpott, A. B., & de Matos, V. (2012). Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion. European Journal of Operational Research, 218 (2), 470-483. 10.1016/j.ejor.2011.10.056
Holmberg, P., & Philpott, A. (2012). Supply function equilibria in networks with transport constraints. IFN Working Paper. Related URL.
Guan, Z., & Philpott, A. B. (2011). A multistage stochastic programming model for the New Zealand dairy industry. International Journal of Production Economics, 134 (2), 289-299. 10.1016/j.ijpe.2009.11.003
URL: http://hdl.handle.net/2292/28483
Pritchard, G., Zakeri, G., & Philpott, A. (2010). A single-settlement, energy-only electric power market for unpredictable and intermittent participants. Operations Research, 58 (4 PART 2), 1210-1219. 10.1287/opre.1090.0800
URL: http://hdl.handle.net/2292/14142
Other University of Auckland co-authors: Geoffrey Pritchard