The ISE Department is pleased to announce that Katya Scheinberg, Coca-Cola Foundation Chair and Professor at the H. Milton Stewart School of Industrial and Systems Engineering at Georgia Institute of Technology will give the Spencer C. Schantz Technical Talk titled “Stochastic Oracles and Where to Find Them,” on Thursday, April 10, 2025, from 11:00 a.m. – 12:00 p.m. in Mohler Laboratory room 453, 200 West Packer Avenue, Bethlehem, PA.
A luncheon welcoming Prof. Scheinberg and celebrating the graduation of the Lehigh ISE UG and Master’s students (Spring, Summer, and Fall of 2025) will be served for faculty and students on the same day, Thursday, April 10, 2025, at Zoellner Arts Center, Butz Lobby (2nd Floor), 420 E. Packer Avenue, Bethlehem, PA 18015 from 12:15 p.m. to 1:45 p.m.
This is a time for students to mingle with classmates and faculty, and proudly acknowledge the culmination of their academic journey before they embark on the next exciting chapter of life.
Registration is required for both events:
- To register for the Technical Talk, click here.
- To register for the ISE Graduation Party & Luncheon, click here.
If you do not have a Google account, please email skd220@lehigh.edu to register.
If you cannot attend in person, please request the Zoom link and it will be emailed to you.
Abstract:
Continuous optimization is a mature field, which has recently undergone major expansion and change. One of the key new directions is the development of methods that do not require exact information about the objective function. Nevertheless, the majority of these methods, from stochastic gradient descent to "zero-th order" methods use some kind of approximate first order information. We will overview different methods of obtaining this information, including simple stochastic gradient via sampling, robust gradient estimation in adversarial settings, traditional and randomized finite difference methods and more. We will discuss what key properties of these inexact, stochastic first order oracles are useful for convergence analysis of optimization methods that use them.
Bio:
Katya Scheinberg is a Coca-Cola Foundation Chair and Professor at the H. Milton Stewart School of Industrial and Systems Engineering Georgia Institute of Technology. Prior to joining Georgia Tech, she held positions at Cornell and Lehigh Universities and at IBM T.J. Watson Research Center. She attended Moscow University for her undergraduate studies and received her PhD degree from Columbia University.
Katya’s 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.
She is an INFORMS Fellow, a recipient of the Lagrange Prize from SIAM and MOS, the Farkas Prize from INFORMS Optimization Society and the Outstanding Simulation Publication award from INFORMS Simulation Society. Katya is currently the editor-in-chief of Mathematics of Operations Research, and co-editor of Mathematical Programming. She is a Chair-Elect of the Mathematical Optimization Society.
Lehigh ISE Spencer C. Schantz Distinguished Lecture Series:
This lecture series is endowed in the name of the late Spencer C. Schantz, who graduated from Lehigh in 1955 with a B.S. in Industrial Engineering. Following progressive responsibilities with several electrical manufacturing companies, in 1969 he founded U.S. Controls Corporation and became its first CEO and President. The Spencer C. Schantz Distinguished Lecture Series was established by his wife Jerelyn as a valuable educational experience for faculty, students, and friends of Lehigh’s Industrial and Systems Engineering department.
