Stochastic Adaptive Optimization and Martingales
Speaker(s): Prof. Katya Scheinberg (Cornell University)
Time: 21:00-22:00 May 24, 2021
Venue: Online
Bio: Katya Scheinberg is a Professor and Director of Graduate Studies at the School of Operations Research and Information Engineering at Cornell University. Prior to joining Cornell she was the Harvey E. Wagner Endowed Chair Professor at the Industrial and Systems Engineering Department at Lehigh University. She attended Moscow University for her undergraduate studies and received her PhD degree from Columbia University. She has worked at the IBM T.J. Watson Research Center as a research staff member for over a decade before joining Lehigh in 2010. Katya’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. In 2015, jointly with Andy Conn and Luis Vicente, she received the Lagrange Prize awarded jointly by SIAM and MOS. In 2019 she was awarded the Farkas Prize by Informs Optimization Society. Katya is currently the editor-in-chief of Mathematics of Operations Research, and a co-editor of Mathematical Programming.