Who am I?:
- Assistant Computational Mathematician, Argonne National Laboratory since September 2019. Started June 2017 as a Postdoctoral Appointee.
- Completed PhD in Industrial Engineering at Lehigh University in May 2017 under the supervision of Katya Scheinberg. Thesis title: “Random Models in Nonlinear Optimization“.
- A well-rounded and friendly individual. I’m good enough, I’m smart enough, and doggone it, people like me.
- Derivative-free optimization
- General nonlinear/nonconvex optimization
- Optimization under uncertainty (stochastic and robust)
- Intersection of optimization and machine learning
- Optimization in multiprecision environments.
- Derivative-free Optimization Methods with Jeffrey Larson and Stefan Wild. Acta Numerica, 28, 287-404.
- Nonlinear Robust Optimization with Sven Leyffer, Todd Munson, Charlie Vanaret, and Stefan Wild. To appear in Information Systems and Operational Research, 2020.
- Convergence Rate Analysis of a Stochastic Trust-Region Method via Supermartingales with Jose Blanchet, Coralia Cartis, and Katya Scheinberg. INFORMS Journal on Optimization, 1(2), 92-119.
- Derivative-Free Robust Optimization by Outer Approximations with Stefan Wild. To appear in Mathematical Programming.
- Stochastic Optimization Using a Trust-Region Method and Random Models with Ruobing Chen and Katya Scheinberg. In Mathematical Programming, 169, 447-487.
- Accurate, Rapid Identification of Dislocation Lines in Coherent Diffractive Imaging via a Min-Max Optimization Formulation with Andrew Ulvestad and Stefan Wild. In AIP Advances, 8(1).
- Robust Learning of Trimmed Estimators via Manifold Sampling with Stefan Wild. In proceedings of ICML 2018 Workshop, Modern Trends in Nonconvex Optimization for Machine Learning.
- A Novel L0-Constrained Gaussian Graphical Model for Anomaly Localization with Tsuyoshi Ide, Dzung Phan, Jayant Kalagnanam, Katya Scheinberg. In proceedings of OEDM 2017.
- Manifold Sampling for L1 Nonconvex Optimization with Jeffrey Larson and Stefan Wild. In SIAM Journal on Optimization, 26(4):2540-2563.
- Tuning Multigrid Methods with Robust Optimization with Jed Brown, Yunhui He, Scott MacLachlan, and Stefan Wild.
- Optimal Generalized Decision Trees via Integer Programming with Oktay Gunluk, Jayant Kalagnanam, and Katya Scheinberg.
Here’s a copy of my vitae.