BIOGRAPHICAL SKETCH

Dr. Katya Scheinberg

Katya Scheinberg was born in Moscow, Russia. After completing (with honors) 4 years of undergraduate study in applied mathematics at Moscow State University, she joined the Ph.D. program in the Department of Industrial Engineering and Operations Research at Columbia University. She received her Master’s in 1994, and her Ph.D. in 1997. Her thesis work was dedicated to various aspects of semidefinite programming and interior point methods. During the last two years in her Ph.D. program she was awarded an IBM Fellowship for graduate Students and began collaboration on derivative free methods for general nonlinear optimization.

She is currently employed as a Research Staff Member at the Mathematical Sciences department at T.J. Watson Research Center, IBM where she has been since 1997. Her research interests include theoretical and implementational issues of derivative free optimization (she released an open source software called DFO), numerical stability and efficient algorithms for linear algebra in interior points methods, parametric optimization, conic linear optimization, and, since recently, support vector machines. She has over a dozen publications, which include articles in Mathematical Programming and SIAM Journal on Optimization.