About me
I have a DPhil (PhD) in Optimisation from Department of Engineering Science, University of Oxford working with Paul Goulart and Mark Cannon in the Control Group. I am associated with Trinity College and was supported by the Clarendon Scholarship. I am currently the Head of Science at Qogita.
Research interests
I am interested in model predictive control and optimization. My DPhil project investigated ADMM algorithms to solve convex conic programs. I especially focused on improving solver performance using chordal decomposition techniques and acceleration methods. I am also interested in applications of (convex) optimisation such as Portfolio Optimisation, Machine Learning, Optimal Control and Graph Theory.
Following the worldwide COVID-19 outbreak in the spring of 2020, I joined the OxVent team to work on the control and software for a new rapidly deployable low-cost ventilator for COVID-19 patients. Our work has been recognized with an E&T Innovation Award in the category Small Idea, Big Impact: Global Challenge.
Software
COSMO.jl : An ADMM-based solver for convex conic problems. Supports any combination of quadratic cost function and constraints with standard cones. Supports automatic chordal decomposition and clique merging of structured SDPs. A number of example problems can be found here. A Python interface is also available.
COSMOAccelerators.jl : Provides an AbstractAccelerator interface type to write COSMO-compatible acceleration methods. Implementation of various Anderson acceleration methods that are used inside COSMO.
Notes
News
- Our conference paper “Safeguarded Anderson acceleration for parametric nonexpansive operators” [Manuscript] got accepted for the European Control Conference 2022 in London. (February 28, 2022)
- Our paper about the conic solver COSMO got published in the Journal of Optimization Theory and Applications [Open Access Link]. (August 28, 2021)
- I am happy to share that I passed my DPhil viva 🎉. (July 21, 2021)
- My JuliaCon talk “What’s new in COSMO?” happens from 13:00 - 13:30 UCT on 28th July 2021 and will be available as a stream on YouTube [Video]
Background
- 2017-2021: DPhil in Engineering (Optimisation), University of Oxford
- 2014-2017: M.Sc. in Theoretical Mechanical Engineering, Hamburg University of Technology
- 2016: Visiting Student Researcher, Model Predictive Control Lab, University of California Berkeley
- Master Thesis on Learning Model Predictive Control for Autonomous Driving (with Ugo Rosolia and Francesco Borrelli) [Video]
- 2014: Visiting Student, Department of Mechanical Engineering, University of California Berkeley
- 2011-2014: B.Sc. in General Engineering Sciences, Hamburg University of Technology
Talks
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I gave a (virtual) talk on safeguarded Anderson acceleration at European Control Conference (ECC) 2022 in London UK (July 12-15) [Video]
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I gave a (virtual) talk at JuMP-dev / JuliaCon 2021 (July, 2021) [Video]
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I gave a (virtual) talk about our preliminary results on applying Anderson acceleration to a first-order ADMM solver in the Oxford Control Group Journal Club (Feb 26, 2021) [Slides]
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I (virtually) presented extended results on clique-graph based merging in the Oxford Control Group Journal Club (Dec 4, 2020) [Slides]
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I (virtually) presented our paper on chordal decomposition and clique merging for first order methods at the 21st IFAC World Congress 2020 (July 12-17) [Slides] [Video]
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I spoke at the International Conference on Continuous Optimization (ICCOPT) 2019 in Berlin, Germany (August 5-8) [Slides]
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I gave a presentation at the European Control Conference (ECC) 2019 in Naples, Italy (June 25-28).
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I presented COSMO at the Oxford University SIAM-IMA Student Chapter Conference 2019 in Oxford, UK (May 1st).
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I gave a talk at the JuMP-dev workshop 2019 in Santiago, Chile (March 12-14) [Video]
Publications
Journal Articles
2022
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OxVent: Design and evaluation of a rapidly-manufactured Covid-19 ventilator
R. Beale, J. B. Rosendo, C. Bergeles, A. Beverly, L. Camporota, A. A. Castrejón-Pita, D. C. Crockett, J. N. Cronin, T. Denison, S. East, C. Edwardes, A. D. Farmery, F. Fele, J. Fisk, C. V. Fuenteslópez, M. Garstka, P. Goulart, C. Heaysman, A. Hussain, P. Jha, I. Kempf, A. S. Kumar, A. Möslein, A. C. J. Orr, S. Ourselin, D. Salisbury, C. Seneci, R. Staruch, H. Steel, M. Thompson, M. C. Tran, V. Vitiello, M. Xochicale, F. Zhou, F. Formenti, and T. Kirk
eBioMedicine, pp. 103868, 2022
@article{Beale_2022, author = {Beale, Richard and Rosendo, Jacqueline Beddoe and Bergeles, Christos and Beverly, Anair and Camporota, Luigi and Castrejón-Pita, Alfonso A. and Crockett, Douglas C. and Cronin, John N. and Denison, Timothy and East, Sebastian and Edwardes, Chantal and Farmery, Andrew D. and Fele, Filiberto and Fisk, James and Fuenteslópez, Carla V. and Garstka, Michael and Goulart, Paul and Heaysman, Clare and Hussain, Azad and Jha, Prashant and Kempf, Idris and Kumar, Adhithya Senthil and Möslein, Annika and Orr, Andrew C.J. and Ourselin, Sebastien and Salisbury, David and Seneci, Carlo and Staruch, Robert and Steel, Harrison and Thompson, Mark and Tran, Minh C. and Vitiello, Valentina and Xochicale, Miguel and Zhou, Feibiao and Formenti, Federico and Kirk, Thomas}, journal = {eBioMedicine}, title = {OxVent: Design and evaluation of a rapidly-manufactured Covid-19 ventilator}, year = {2022}, pages = {103868}, doi = {10.1016/j.ebiom.2022.103868}, url = {https://www.sciencedirect.com/science/article/pii/S2352396422000524} }
2021
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COSMO: A Conic Operator Splitting Method for Convex Conic Problems
M. Garstka, M. Cannon, and P. Goulart
Springer, Journal of Optimization Theory and Applications, Vol. 190, no. 3, pp. 779–810, 2021
@article{Garstka_2021, author = {Garstka, Michael and Cannon, Mark and Goulart, Paul}, journal = {Journal of Optimization Theory and Applications}, title = {{COSMO}: A Conic Operator Splitting Method for Convex Conic Problems}, year = {2021}, number = {3}, pages = {779--810}, volume = {190}, doi = {10.1007/s10957-021-01896-x}, publisher = {Springer}, url = {https://doi.org/10.1007/s10957-021-01896-x} }
Conference Proceedings
2022
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Safeguarded Anderson acceleration for parametric nonexpansive operators
M. Garstka, M. Cannon, and P. Goulart
20th European Control Conference (ECC), 2022
@inproceedings{Garstka_2023, author = {Garstka, Michael and Cannon, Mark and Goulart, Paul}, booktitle = {20th European Control Conference (ECC)}, title = {Safeguarded Anderson acceleration for parametric nonexpansive operators}, year = {2022}, url = {https://arxiv.org/pdf/2208.02847} }
2020
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A clique graph based merging strategy for decomposable SDPs
M. Garstka, M. Cannon, and P. Goulart
IFAC-PapersOnLine, Vol. 53, no. 2, pp. 7355-7361, 2020
@inproceedings{Garstka_2020a, author = {Garstka, Michael and Cannon, Mark and Goulart, Paul}, title = {A clique graph based merging strategy for decomposable {SDPs}}, year = {2020}, note = {21th IFAC World Congress}, number = {2}, pages = {7355-7361}, volume = {53}, doi = {10.1016/j.ifacol.2020.12.1255}, issn = {2405-8963}, journal = {IFAC-PapersOnLine} }
2019
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COSMO: A conic operator splitting method for large convex problems
M. Garstka, M. Cannon, and P. Goulart
18th European Control Conference (ECC), pp. 1951-1956, 2019
@inproceedings{Garstka_2019a, author = {Garstka, Michael and Cannon, Mark and Goulart, Paul}, booktitle = {18th European Control Conference (ECC)}, title = {{COSMO}: A conic operator splitting method for large convex problems}, year = {2019}, pages = {1951-1956}, doi = {10.23919/ECC.2019.8796161}, url = {https://ieeexplore.ieee.org/document/8796161} }
Theses
2021
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Operator splitting methods for large convex conic programs
M. Garstka
University of Oxford, Aug. 2021
@phdthesis{Garstka_2022, author = {Garstka, Michael}, school = {University of Oxford}, title = {Operator splitting methods for large convex conic programs}, year = {2021}, month = aug, type = {phdthesis}, url = {https://ora.ox.ac.uk/objects/uuid:4da7b882-f4d2-45d8-80a8-c13a480e7038} }
Teaching
Hilary 2019 | Demonstrator - 3rd year Laboratory Control Systems |
Hilary 2019 | Demonstrator - 2nd year Laboratory Instrumentation and Control |
Michelmas 2018 | Tutor - 3rd year Tutorials Control Systems |
Hilary 2018 | Demonstrator - 3rd year Laboratory Control Systems |
Hilary 2018 | Demonstrator - 2nd year Laboratory Instrumentation and Control |