Javier F. Peña
Bajaj Family Chair; Professor of Operations Research
Download Hi-res PhotoEducation
- Cornell University - MS - 1998
- Cornell University - Ph D - 1998
- Universidad de los Andes (Colombia) - MS - 1993
- Universidad de los Andes (Colombia) - BS - 1991
Research
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 - 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)