Javier Peña

PHONE

412-268-5799

OFFICE

POS - Posner Hall - Room 380

AREA OF EXPERTISE

Operations Research

EDUCATION

Cornell University - MS - 1998
Cornell University - Ph D - 1998
Universidad de los Andes (Colombia) - MS - 1993
Universidad de los Andes (Colombia) - BS - 1991

TEACHING AND RESEARCH INTERESTS

Theory and algorithms for convex optimization. Optimization models in finance and machine learning.

USEFUL LINKS

Personal web page

PUBLICATIONS

• A deterministic rescaled perceptron algorithm

(author(s): Javier Peña, Negar Soheili) Mathematical Programming

• Margins, Kernels and Non-linear Smoothed Perceptrons

(author(s): Aaditya Ramdas, Javier Peña) International Conference on Machine Learning, 9

• Some preconditioners for systems of linear inequalities

(author(s): Javier Peña, Vera Roshchina, Negar Soheili) Optimization Letters

• A smooth perceptron algorithm

(author(s): Negar Soheili, Javier Peña) SIAM Journal on Optimization 22(2), 2012; 728--737

• Smoothing Techniques For Computing Nash Equilibria Of Sequential Games

(author(s): Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm) Mathematics Of Operations Research 35(2), 2010; 494-512

WORKING PAPERS

• On the von Neumann and Frank-Wolfe Algorithms with Away Steps

(author(s): Javier Peña, Daniel Rodriguez, Negar Soheili) SIAM Journal on Optimization

• Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins

(author(s): Aaditya Ramdas, Javier Peña) Optimization Methods and Software

AWARDS AND HONORS

• Kamalnayan Jamnalaj Bajaj Foundation - Bajaj Family Chair in Operations Research (2014)
• Tepper School of Business at Carnegie Mellon - George Leland Bach Teaching Award (2005)
• Caterpillar - Research Chair (2001)

UNIVERSITY SERVICE

• MBA BaseCamp Orientation Program, Program Coordinator, Design and coordinate activities of the month-long orientation program for the new class of Tepper MBA students. (2014 - )
• Business Analytics Recruiting, Chairperson (2013 - )
• Finance and Budget Committee, Committee Member (2011 - )
• Faculty Computing Committee (2002 - )
• University Committee on Tenure Appointments (2011 - 2013)
• MBA Educational Affairs Committee, Committee Member (2010 - 2012)
• PhD Committee, Committee Member (2009 - 2011)
• Operations Research Recruiting, Chairperson (2010 - 2011)

CONSULTING

• NSF Review Panel Member (January 2010 -)
• Axioma, Inc. (January 2008 -)
• NSF Review Panel Member (January 2007 -)

PROFESSIONAL ACTIVITIES

• Editorial Review Board Member, Revista Universidad EAFIT (2010 -)
• Associate Editor, SIAM Journal on Optimization (2010 -)
• Ad Hoc Reviewer, Mathematical Reviews (2004 -)
• Conference-Related, International Symposium on Mathematical Programming, Sponsorship Chair (August 2014 - July 2015)
• Session Chair, International Symposium on Mathematical Programming, Algorithms for Convex Optimization (August 2014 - July 2015)
• Session Chair, International Symposium on Mathematical Programming, Copositive and Completely Positive Conic Programming (August 2014 - July 2015)
• Workshop Organizer, Foundations of Computational Mathematics Conference, Optimization Workshop (January 2013 - December 2014)
• Conference-Related, Congress on Actuarial Science and Quantitative Finance, Scientific Committee (January 2013 - June 2014)
• Session Chair, SIAM Conference on Optimization, First-order Methods for Convex Optimization (June 2013 - May 2014)
• Session Chair, SIAM Conference on Optimization, Geometric Properties of Convex Optimization (June 2013 - May 2014)

COURSES TAUGHT

• Data Mining (45851) 2015 Mini 3 Section: M
  2015 Mini 4 Section: A, E
  2014 Mini 4 Section: A, E

• Optimization Methods in Finance (45852) 2015 Mini 3 Section: E
  2014 Mini 3 Section: E

• Financial Optimization (46976) 2014 Mini 1 Section: I, M

• Nonlinear Programming (47832) 2014 Mini 4 Section: A