Bajaj Family Chair in 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.
Probability and Statistics, Financial Optimization, Convex Optimization.
"Bregman proximal methods for convex Optimization" IEEE-CCAC conference, Medellin, October 2019.
"Optimization for Control Engineering Workshop (part 1)" IEEE-CCAC conference, Medellin, October 2019.
"Elementary algorithms for convex optimization," Universidad Nacional, Bogota,
Lectures on compressive sensing "lecture 1,"
Universidad Nacional, Bogota,
Last updated October 2019.