Subject to: Erling D. Andersen

Описание: Erling D. Andersen is co-founder and CEO of the Danish company MOSEK ApS which is the vendor of the Mosek optimization software package. In 1993 Erling received a PhD in Economics from Odense University (Denmark). The main research interests of Erling are computational linear and convex optimization. In particular, he has focused on conic optimization and is one of the leading developers of software for that class of optimization problems. Erling has co-authored several articles published in major optimization journals such as Mathematical Programming, Informs Journal on Computing, and SIAM Journal on Optimization. Since 2024, Erling has been an honorary member of the Danish OR society.

Contents of this video:
0:00 - Intro
0:59 - Erling Dalgaard Andersen
1:37 - Family background
6:25 - Early years living on a farm
7:43 - Musical preferences
9:13 - Books
10:17 - School performance
11:17 - Attending programming classes between 1981 and 1983
13:35 - Linear programming project in high school?
15:57 - Choosing a university degree
19:51 - Discovering OR
20:15 - Amstrad PC imported from the UK + learning Pascal around 1986
21:31 - Final undergrad project on Data Envelopment Analysis
23:05 - Implementing the simplex algorithm and favorite linear programming books
27:20 - Getting his first email address around 1990 to get access to the Netlib instances
29:26 - Master's research on interior-point methods for linear programming
32:34 - Memories from the 1992 Eurocup
32:42 - First journal paper
36:42 - Very productive 2 years as a visiting PhD student at the University of Iowa
41:46 - Postdoc at TU Delft: turning attention to conic optimization
43:44 - The birth of Mosek in 1999
46:01 - Why "Mosek"?
46:42 - How the rise of the internet contributed to Mosek’s success
47:55 - Early Features of Mosek
48:29 - First and current customers
51:46 - Mosek running on Wall Street
53:04 - Reasons for dropping the continuous convex optimizer
55:51 - Was Mosek was the first solver to provide a Python interface?
57:00 - Including mixed-integer programming capabilities on Mosek
57:24 - On buying the brother’s share of Mosek
58:09 - Mosek's employees
1:00:38 - Strategies for staying competitive in the market
1:03:19 - Mosek's IT infrastructure
1:05:40 - Future of Mosek in terms of software development
1:08:24 - Mosek's mailing list with 30,000 subscribers!
1:09:16 - Looking for a new CEO
1:10:33 - Final message
1:12:17 - Concluding Remarks