P.C. Rossin College of
Engineering and Applied Science

Katya Scheinberg

Position: 
Harvey E. Wagner Endowed Chair Professor; Co-Director, Institute for Data, Intelligent Systems & Computation
Address: 
Harold S. Mohler Laboratory
200 West Packer Avenue
Bethlehem, PA 18015

Areas of Research

Machine Learning
Data Science
Robust, Stochastic, and Computational Optimization
Queuing Systems and Stochastic Processes
Financial Engineering
Health Systems Engineering

Profile

Professor Scheinberg's main research areas are related to developing practical algorithms (and their theoretical analysis) for various problems in continuous optimization, including the following topics:

  • Convex optimization, interior point methods, linear, quadratic, second order cone and semidefinite programming;
  • Active set methods, nonlinear optimization, large scale optimization;
  • Derivative free optimization, multivariate polynomial interpolation and regression;
  • Applications of optimization to machine learning, statistics and support vector machines; and,
  • Large scale matrix factorizations in the context of interior point methods.

Prior to joining the Lehigh faculty, Scheinberg was a research staff member at IBM's T.J. Watson Research center, where she worked on various applied and theoretical problems in optimization. She is co-editor of Optima, the newsletter of the Mathematical Programming Society. She also co-wrote the book Introduction to Derivative-free Optimization with Andrew R. Conn and Luis N. Vicente.

Education

Ph.D., Operation Research, Columbia University
M.S., Operation Research, Columbia University
B.S-M.S., Computational Mathematics and Cybernetics, Lomonosov Moscow State University