Welcome Katya Scheinberg

Katya Scheinberg has joined the faculty of Cornell’s School of Operations Research and Information Engineering (ORIE). Scheinberg was previously the Harvey E. Wagner Endowed Chair Professor at the Department of Industrial and Systems Engineering at Lehigh University. She was also co-director of the Lehigh Institute on Data, Intelligent Systems and Computation. She started at Cornell in July of 2019.

Scheinberg grew up in Moscow, Russia. Her parents met at Moscow University, where they were both studying mathematics. Originally Scheinberg thought she would blaze her own trail and become a medical doctor, but then she realized how much memorization that involved and she changed course. “At 14 I started at a high school that specialized in math and physics,” says Scheinberg. “I was with a very select group of students and that experience was life-altering. One of my teachers there told my parents that it would be a waste if I didn’t go into mathematics, which was surprising and encouraging because many of my classmates were stronger in math.”

So rather than studying medicine, Scheinberg pursued undergraduate studies in Computational Mathematics and Cybernetics at Moscow State University. “As I started college,” says Scheinberg, “I assumed I would become a programmer. I didn’t really consider being an academic researcher. The attitude then was that women in STEM should get a job and contribute, but that they would never be serious researchers.”

The Soviet Union was then in the midst of some major structural and attitudinal changes. One result of these changes was more students were allowed to go to the West for graduate studies. “This really affected my career choices,” says Scheinberg. “It meant I could get a Ph.D. and follow a different path.” In her fourth year, Scheinberg began working with with Arkadi Nemirovski and Yurii Nesterov and she was introduced to the idea of continuous optimization. Nemirovski saw promise in Scheinberg and wrote a letter of recommendation supporting her application to a Ph.D. program at Columbia University.

Scheinberg moved to New York and earned her master’s and doctorate in operations research from Columbia working in the lab of Professor Donald Goldfarb. She then took a position in IBM’s T.J. Watson Research Center as a Research Staff Member, where she stayed for twelve years. “Working at IBM was a lot like having a very long post-doc,” says Scheinberg with a smile. It was near the end of her time at IBM that Scheinberg started work on a book called Introduction to Derivative Free Optimization, co-authored with Andrew R. Conn and Luis N. Vicente.

Shortly after the publication of her book, Scheinberg left IBM and joined the faculty of Lehigh University as a professor in the Industrial and Systems Engineering Department. In 2014 she became the Wagner Professor at Lehigh and in 2015 she and her co-authors won the Lagrange Prize in Continuous Optimization for Introduction to Derivative Free Optimization. In 2019 Scheinberg was awarded the Farkas Prize by the Optimization Society in the Institute for Operations Research and Management Science.

At Cornell, Scheinberg plans to continue her work related to developing practical algorithms and their theoretical analysis for various problems in continuous optimization, such as convex optimization, derivative free optimization, machine learning, and quadratic programming. Some of her recent research focuses on the analysis of probabilistic methods and stochastic optimization with a variety of applications in machine learning and reinforcement learning.