I am the Harvey E. Wagner Endowed Chair Professor at the Industrial and Systems Engineering Department at Lehigh University. I am also a co-director of Lehigh Institute on Data, Intelligent Systems and Computation.
My 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. I 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 my research focuses on the analysis of probabilistic methods and stochastic optimization with a variety of applications in machine learning and reinforcement learning. I have been focusing on large-scale optimization method for Big Data applications and Machine Learning since 2000. At Lehigh I teach a PhD level course on Optimization in Machine Learning and I co-founded Lehigh’s OPTML group and the TRIPODS Institute on Optimization and Learning at Lehigh.
I was born in Moscow, Russia, and earned my undergraduate degree in operations research from the Lomonosov Moscow State University in 1992 and then received my Ph.D. in operations research from Columbia in 1997. I was a Research Staff Member at the IBM T.J. Watson Research Center for over a decade, where I worked on various applied and theoretical problems in optimization.
I am currently the the Editor-in-Chief of the Mathematics of Operations Research and a co-editor of Mathematical Programming. In the past I have served as an Editor-in-Chief of SIAM-MOS Series on Optimization and an associate editor of SIOPT, Mathematical Programming and SIMODS as well as the editor of Optima, the MOS newsletter.
My research is supported by grants from AFOSR, DARPA, NSF and Yahoo and Google.
My CV is here.