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katya.scheinberg(at)gmail.com  ks79(at)columbia.edu

Education:

1997: Ph.D. in Operation Research, Department of IEOR, Columbia University.

1995: M. S. in Operation Research, Department of IEOR, Columbia University.

1992: B.S-M.S. Program, Department of Computational Mathematics and Cybernetics Lomonosov Moscow State Unviersity.

• Mathematical programming, linear, convex and nonlinear optimization.
  
• Derivative free optimization.
  
• Application of optimization to machine learning, statistics and support vector machines.
  
• Conic programming, interior point methods.
  
• Matrix factorizations in interior point methods.
  
• Sensitivity analysis

• DFO an open source Fortran 77 package for solving nonlinear optimization problems without computing or estimating derivatives. Available from COIN-OR.
• SVM-QP , a Fortran 77 package for solving large-scale convex QPs in support vector machines. Available from COIN-OR.
• SINCO , a C++ package for solving sparse inverse covariance selection problem. Available from COIN-OR.

• Introduction to Derivative Free Optimization with A. R. Conn and L. N. Vicente. Available from SIAM Series on Mathematical Programming. December 2008 / approx. xii + 277 pages / Softcover / ISBN: 978-0-898716-68-9

• Self-correcting geometry in model-based algorithms for derivative-free unconstrained optimization with Ph. L. Toint, submitted, 2009.
  
  
• A MAP approach to learning sparse gaussian markov networks. with N. Bani Asadi, I. Rish, D. Kanevsky, B. Ramabhadran,  ICCASP 2009.
  
  
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First and Second Order Critical Points ,  with A.R. Conn and L.N. Vicente, SIAM J. on Optimization, (2009).
  
  
• Geometry of Sample Sets in Derivative Free Optimization: polynomial regression and incomplete interpolation., with A.R. Conn and L.N. Vicente, IMA Journal of Numerical Analysis 2008 28(4):721-748.
  
  
• Geometry of Interpolation Sets in Derivative Free Optimization., with A.R. Conn and L.N. Vicente, Mathematical Programming, 111 (2008), 141-172.
  
  
• Product-Form LDL^T Factorizations in Interior-Point Methods for Convex Quadratic , with D. Goldfarb, IMA Journal of Numerical Analysis 2008 28(4):806-826.
  
  
• IBM Research TRECVID-2006 Video Retrieval System with M. Campbell, S. Ebadollahi, D. Joshi, M. Naphade, A. Natsev, J. Seidl, J. R. Smith, J. Tesic and L. Xie.
  
  
• Detecting Generic Visual Events with Temporal Cues. with Lexing Xie, Dong Xu, Shahram Ebadollahi, Shih-Fu Chang, John R. Smith. In Proc. 40th Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, October 2006.
  
  
• An Efficient Implementation of an Active Set Method for SVM, J. of Machine Learning Research 7 (2006) 2237-2257.
  (Conference version: Incas: An incremental active set method for SVM, with Shai Fine (2002) ).
  
  
• Product-form Cholesky factorization in interior point methods for second-order cone programming, with D. Goldfarb, Mathematical Programming, v. 103 (2005), pp. 153-179.
  
  
• A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming, with D. Goldfarb, Mathematical Programming, v. 99 (2004), pp. 1-34.
  
  
• Incremental learning and selective sampling via parametric optimization framework for SVM, with S. Fine, in "Advances in Neural Information Processing Systems" 14, MIT Press, (2002) 705-711.
  
  
• Efficient SVM training using low-rank Kernel representations, with S. Fine, J. of Machine Learning Research, Special issue on Kernel methods, 2(2001) 243-264.
  
  
• Manual for FORTRAN software package DFO v1.2, (2001).
  
  
• Parametric linear semidefinite programming, , In "Handbook on Semidefinite Programming", eds. H. Wolkowicz, R. Saigal, L. Vandenberghe, pp 92--110. Kluwer, 2000.
  
  
• On parametric semidefinite programming, with D. Goldfarb, Applied Numerical Mathematics, v. 29(3), pp. 361-377, 1999.
  

• Modified barrier-penalty functions for constrained minimization problems, with Goldfarb D., Polyak R. and Yusefovich B. Computational Optimization and Applications, v. 14(1), pp. 55-74, 1999.
  

• A derivative free optimization algorithm in practice, with Conn A. R. and Toint Ph. L., Proceedings of 7th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, St. Louis, MO, 1998.
  
• Interior point trajectories in semidefinite programming, with D. Goldfarb, SIAM J. on Optimization v. 8(4), pp. 871-886, 1998.
  
  
• Recent progress in unconstrained nonlinear optimization without derivatives, with A.R. Conn and Ph. L. Toint, Mathematical Programming v. 79 (1997) 397-414.
  
  
• On the convergence of derivative-free methods for unconstrained optimization, with A.R. Conn and Ph. L. Toint, "Approximation Theory and Optimization: Tributes to M. J. D. Powell", eds. A. Iserles and M. Buhmann, pp 83--108, 1997.
  
  
• Issues related to interior point methods for linear and semidefinite programming. , PhD Thesis, Dept. of IEOR, Columbia University, 1997.
  
  
• Extension of Karmarkar's algorithm to convex quadratically constrained quadratic , with A. Nemirovskii, Mathematical Programming, v. 72 (1996) 273-289.