ORIE Colloquium: Katya Scheinberg (Lehigh)

Location

Frank H. T. Rhodes Hall 655

Description

Bio: Katya Scheinberg is the Harvey E. Wagner Endowed Chair Professor at the Industrial and Systems Engineering Department at Lehigh University. Her main research areas are related to developing practical algorithms (and their theoretical analysis) for various problems in continuous optimization, such as convex optimization, derivative free optimization, machine learning, quadratic programming, etc. Professor Scheinberg published a book in 2009 titled, Introduction to Derivative Free Optimization, which is co-authored with Andrew R. Conn and Luis N. Vicente. Lately some of her research focuses on the analysis of probabilistic methods in derivative free optimization and beyond. She has been focusing on large-scale optimization method for Big Data applications and Machine Learning since 2000. At Lehigh she teaches a Ph.D. level course on Optimization in Machine Learning and co-founded Lehigh’s OPTML group. Professor Scheinberg was born in Moscow, Russia, and earned her undergraduate degree in operations research from the Lomonosov Moscow State University in 1992 and then received her Ph.D. in operations research from Columbia in 1997. She was a research staff member at the IBM T.J. Watson Research Center for over a decade, where she worked on various applied and theoretical problems in optimization. She am currently the the Editor-in-Chief of the SIAM-MOS Series on Optimization and an associate editor of SIOPT and Mathematical Programming.