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Welcome to my GitHub page👋

I am currently an Assistant Professor of Analytics and Operations at Imperial College Business School, with an affiliation with the Imperial-X initiative.

My research involves making methodological advances in mixed-integer and nonlinear optimization, and applying these advances to solve central problems in the operations research, machine learning and statistics literatures. I am particularly interested in developing new algorithms for problems that are currently considered out of reach, such as solving low-rank matrix or tensor problems to certifiable optimality.

You can read my CV here.

Ryan Cory-Wright's Projects

mixedprojectionsoftware icon mixedprojectionsoftware

Code accompanying the Mixed-Projection Conic Optimization paper by Bertsimas, Cory-Wright and Pauphilet

osqp icon osqp

The Operator Splitting QP Solver

scalablespca.jl icon scalablespca.jl

Code accompanying the paper "Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality" by Bertsimas, Cory-Wright and Pauphilet

sparseportfolioselection.jl icon sparseportfolioselection.jl

Julia implementation of the algorithm described in the paper "A scalable algorithm for sparse portfolio selection" by Bertsimas and Cory-Wright

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