I did my PhD under the supervision of Prof. Arkadi Nemirovski in H. Milton Stewart School of Industrial & Systems Engineering Department at Georgia Institute of Technology. My PhD thesis is focused on developing tractable relaxations and efficient algorithms with strong theoretical performance guarantees for solving challenging large scale optimization problems under uncertainty with applications in compressed sensing, high dimensional statistical inference and machine learning. I obtained my B.S. and M.S. degrees from Industrial Engineering Department of Middle East Technical University. My masters thesis addressed issues on flexible manufacturing concerning optimal coordination of tool transportation and job sequencing and my masters thesis' superviser was Prof. Meral Azizoglu.