Job description
Our team has an immediate permanent opening for an Senior Research.
Responsibilities:
- Contribute to the design and development of a general-purpose optimization solver for linear programming, quadratic programming, second-order cone programming, nonlinear programming, and mixed-integer programming.
- Develop efficient specialized solution methods by exploiting problem structure to improve solver performance on customers’ problem instances.
- Contribute to inter-disciplinary research on using machine learning techniques for improving various solver components.
- Transform customer demands into solver features, from defining, to implementing, to testing, to drafting documentation.
- Participate in team-wide activities, such as technical discussions and code reviews.
- Give presentations at internal and external conferences.
The base salary for this position ranges from $78,000to $168,000 depending on education, experience and demonstrated expertise.
Job requirements
What you will bring to the team:
- Master or PhD degree in Operations Research, Computer Science, Computational Mathematics, or related fields.
- Strong skills with linear algebra and optimization theory.
- Knowledge of classical optimization algorithms, such as simplex algorithm, interior-point algorithm, branch-and-bound, column generation, decomposition techniques, meta-heuristic algorithms, and graph algorithms.
- Solid experience with at least one programming language, such as C, C++, Fortran or Python.
- Analytical approach to problem solving, and perseverance when facing difficult problems.
- Experience of sparse matrix computation and hands-on experience of numerical linear algebra routines such as BLAS, LAPACK, PARDISO is an asset.
- Experience with optimization solvers such as CPLEX and Gurobi is an asset.
- Experience of contribution to open-source optimization solver projects is an asset.
- Experience in concurrent/distributed/parallel computing and experience with OpenMP, MPI, CUDA, OpenCL, pThreads is an asset.
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