Professor of Operations Research
Carnegie Mellon University
Tepper School of Business
5000 Forbes Avenue
Pittsburgh, PA 15213
Email: j f p at andrew dot
c m u dot e d u
Condition numbers for optimization. Algorithms for convex optimization. Equilibria computation. Applications of optimization in finance and machine learning.
Data Mining, Financial Optimization, Convex Optimization.
"Convex Optimization," Universidad de los Andes, Bogota,
"Elementary algorithms for convex optimization," Universidad Nacional, Bogota,
"Condition numbers for optimization problems," MOPTA 2011, Lehigh University, August 2011.
"On the distance to ill-posedness," Fields Institute, Toronto,
Last updated February 2014.