Optimization, NAG and Me - 5 Years and Counting

Posted on
11 Mar 2015

Authored by Jan Fiala, NAG Numerical Software Developer

It feels almost like yesterday since I joined NAG so it is hard to believe that it has been 5 years already. Looking back, I see a long path I would like to tell you a bit about, just in case you were curious about one of the people answering your support queries.

I was always a blend of a computer scientist and a mathematician. Computers and programming were my hobby but it did not feel quite right to choose either as the main subject at university so I picked mathematics. Thereafter began my hunt to get as close to computers as possible. Numerical analysis and mathematical programming/optimization were my lucky answer.

I really enjoyed my university years, however an academic career is not for everyone. The necessity to write papers ("publish or perish"), going through a couple of postdocs before getting a tenure, fund raising, teaching and going ever deeper and deeper into a very narrow research field are some of the disadvantages. I love to learn, play and to hack things. To make them work. So, when I got the opportunity, I joined NAG.

NAG is a great place to work if you find scientific computing interesting. There is a very long history, in fact, the first NAG Library was distributed to the users even before I was born! NAG today is not confined to numerical software (NAG Libraries). The organisation has expanded to numerical and HPC services, compilers and more. However my job still consists mainly of work on the Libraries, developing new optimization solvers and maintaining the existing ones.

The best thing is the challenge -- you need get your hands dirty in various fields: from specialized solvers for derivative free optimization, through classical convex optimization to nonlinear semidefinite programming. I went through small pet projects (have you read my AMPL tutorial) through bespoke versions of our solvers tailored to special customers' data to a 50000 lines beast, a new semidefinite programming solver which will be released soon.

In addition, you mustn't forget to help the customers via our friendly support desk, write documentation and examples and keep an eye on the up-to-date algorithmic developments. I can still attend conferences as before, only the focus has changed from an academic to a more pragmatic approach. The relative freedom of the focus is almost limitless, as my ideas contribute to the development roadmap and thence to the future development. I won't lie to you. The time was not all green and great -- writing test programs or bug fixes can be tedious but they have to be done. At least it makes you look forward to the next new challenge which is waiting just around the corner.

If my story sounds familiar, you might be pleased to know that NAG is expanding our optimization team (posts filled). So ladies and gentlemen, why are you waiting? Apply now and help us make the next big project happen.