Katya Scheinberg

Research Staff Member

Research lab: Watson Research Center (Yorktown)

1997: Ph.D. in Operation Research, Department of IEOR, Columbia University.

1995: M. S. in Operation Research, Department of IEOR, Columbia University.

1992: B.S-M.S. Program, Department of Computational Mathematics and Cybernetics Lomonosov Moscow State Unviersity.


As of March 2009 his page is no longer maintained:

• Please check my webpage outside IBM.
  
  
  Major Research Interests
  
  • Mathematical programming, linear, convex and nonlinear optimization.
    
  • Derivative free optimization.
    
  • Application of optimization to machine learning, statistics and support vector machines.
    
  • Conic programming, interior point methods.
    
  • Matrix factorizations in interior point methods.
    
  • Sensitivity analysis.
  
  
  Software:
  
  
  • DFO an open source Fortran 77 package for solving nonlinear optimization problems without computing or estimating derivatives. Available from COIN-OR.
    
    
  • SVM-QP , a Fortran 77 package for solving large-scale convex QPs in support vector machines. Available from COIN-OR.
    
    
  • SINCO , a C++ package for solving large-scale convex problems in sparse inverse covariance selection. Available from COIN-OR.
  
  
  
  Book:
  
  
  • Introduction to Derivative Free Optimization with A. R. Conn and L. N. Vicente. Available from SIAM.
    
    
    Last updated 26 Feb 2009