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Katya Scheinberg

Professor

School of Operations Research and Information Engineering

Katya Scheinberg
Katya Scheinberg

Biography

Katya Scheinberg joined the School of Operations Research and Information Engineering faculty in July 2019. She joined the ORIE faculty after serving as the Harvey E. Wagner Endowed Chair Professor at the Department of Industrial and Systems Engineering at Lehigh University. She was also a co-director of Lehigh Institute on Data, Intelligent Systems and Computation.

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.

Research Interests

Professor Scheinberg’s 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. She published a book in 2009 titled, Introduction to Derivative Free Optimization, which is co-authored with Andrew R. Conn and Luis N. Vicente. Recently some of her research focuses on the analysis of probabilistic methods and stochastic optimization with a variety of applications in machine learning and reinforcement learning.

  • Algorithms
  • Optimization
  • Statistics and Machine Learning

Teaching Interests

At Lehigh, Professor Scheinberg has taught courses on linear and nonlinear optimization, optimization models and application and optimization methods for machine learning. At Cornell, she has taught ORIE 6300 (Mathematical Programming I) and Math 2940 (Linear Algebra for Engineers).

Select Publications

  • “A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization”, with Albert S. Berahas, Liyuan Cao, Krzysztof Choromanski,  Found. Comput. Math. 22(2): 507-560 (2022)

  • “Nesterov Accelerated Shuffling Gradient Method for Convex Optimization”, with Trang H. Tran,  Lam M. Nguyen: ICML 2022: 21703-21732

  • “Optimal decision trees for categorical data via integer programming”. with Oktay Günlük, Jayant Kalagnanam, Minhan Li, Matt Menickelly, :J. Glob. Optim. 81(1): 233-260 (2021)

  • “Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise”, with Albert S. Berahas, Liyuan Cao, Katya Scheinberg: SIAM J. Optim. 31(2): 1489-1518 (2021)

  • “High Probability Complexity Bounds for Line Search Based on Stochastic Oracles”, with Billy Jin and Miaolan Xie, NeurIPS 2021: 9193-9203

Select Awards and Honors

  • INFORMS Fellow 2022
  • Outstanding Publication Award, INFORMS Simulation Society 2021
  • Farkas Prize, Informs Optimization Society 2019
  • Lagrange Prize in Continuous Optimization, MOS-SIAM prize for the best publication in past six years in the field of continuous optimization.
  • IBM Research Division Award for contributions to COIN-OR 2007

Education

  • B.S./M.S. (Computational Mathematics and Cybernetics), Moscow State University 1992
  • M.S. (Operations Research), Columbia University 1994
  • Ph.D. (Operations Research), Columbia University 1997