Carnegie Mellon University

Javier Peña

Javier F. Peña

Bajaj Family Chair in Operations Research

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  • TEP - Tepper Building - Room 4224
  • 412-268-5799
Address
5000 Forbes Avenue
Pittsburgh, PA 15213

Education

  • 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)