Editorial

EUROPT is the EURO Working Group on Continuous Optimization and it aims at promoting this wide area of research, for instance by disseminating state-of-the-art knowledge, contributing to the education of young researchers and providing an environment for researchers to meet and exchange ideas. More detailed information is available at https://www.euro-online.org/websites/continuous-optimization.

Since it was established in 2000, almost every year EUROPT held a workshop at different venues, generally in Europe. In 2019, the 17th Workshop on Advances in Continuous Optimization took place in Glasgow, following the EURO conference in Dublin, and it was organized by the Intelligent Computational Engineering Laboratory (ICELab) at the University of Strathclyde. The Programme Committee was led by Edmondo Minisci (University of Strathclyde).

The workshop was attended by 94 people (including 29 post graduate students) from 24 countries, 8 of which outside Europe. The scientific program consisted of 68 talks on four parallel streams, 3 plenary lectures and the EUROPT Fellowship Lecture. The lecture by Claire Adjiman (Imperial College London) focused on global optimization techniques for mixed integer nonlinear bilevel programs, the lecture by Daniel Kuhn (École Polytechnique Fédérale de Lausanne) on Wasserstein distributionally robust optimization, while Margaret Wright (New York University) addressed issues on the teaching of numerical optimization and coding that stimulated a lively debate. The fellowship was awarded to Jacek Gondzio (University of Edinburgh) by a committee including the EUROPT board, its past chairs and the fellows, and his lecture was devoted to a tour on interior point methods. More detailed information on the workshop is available at http://icelab.uk/europt-2019/.

This special issue reports on a sample of the research activities that have been discussed at the workshop. Indeed, the participants were invited to elaborate their results further and submit a paper to Optimization, leading to the 8 articles that are included in this special issue. The articles span on a wide range of different topics from theoretical issues and algorithms up to applications: generalized Steiner sets for set-valued optimization, discretization methods for semi-infinite optimization, derivative-free techniques to escape local minima, penalty techniques in hierarchical programming, optimization problems as rank estimators in robust regression, techniques to measure the efficiency and vulnerability of traffic networks, the application of semi-Markov processes to mathematical finance through dynamic programming, modelling liquidity in financial markets through jump-diffusion processes. Though it is just a small sample of the research lead by the group’s members, this variety of topics is a good sign of the heath and liveliness of EUROPT.

We wish the readers to enjoy this special issue and find nice results that may be fruitful in their own work as well. Moreover, we hope that it will encourage them to join EUROPT and participate to the futures activities of the group. Finally, we want to thank the Editor in Chief of Optimization Christiane Tammer and the managing editor Elisabeth Köbis for giving us the chance to edit this special issue, and we are deeply indebted for their expertise and support.