Javier F. Peña

Bajaj Family Chair in Operations Research

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.

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

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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 - )
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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)
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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
Javier Peña