I am the Harvey E. Wagner Endowed Chair Professor at the Industrial and Systems Engineering Department at Lehigh University.
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 in derivative free optimization and beyond. 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.
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.
My research is supported by grants from AFOSR, DARPA, NSF and Yahoo.