Dr. Farid Alizadeh
Professor Alizadeh is a leading authority in mathematical optimization. He is an originator of the field of semidefinite programming which has found numerous applications in areas as wide as quantitative finance, statistical learning theory, computer science and engineering. His work is highly cited in optimization theory, and his research has been supported by the National Science Foundation and Office of Naval Research. He is among the first generation of scientist to have received the NSF CAREER award. He is also the recipient of the INFORMS Optimization Society 2014 Farkas prize. Professor Alizadeh has been serving as co-director of the RBS Master of Information Technology and Analytics (MITA) program since 2018.
Ph.D., University of Minnesota; Computer and Information Sciences
Research interest: I am currently working on applications of "semidefinite programming" to shape constrained approximation andregression.
Publications with PhD Students and Alumni:
Yu Xia and Farid Alizadeh "The Q method for Second Order Cone programming", Submitted to Computational Operations Research
Yu Xia and Farid Alizadeh "The Q Method for Symmetric cone programming"To be submitted to SIAM J. On Optimization
Farid Alizadeh, Jon Eckstein, Nilay Noyan and Gabor Rudolf: "Arrival rate approximation by nonnegative cubic splines", Submitted to Operations Research
Gabor Rudolf, Nilay Noyan, and Farid Alizadeh: "Optimality Constraints For the Cone of Positive Polynomials", to be submitted.
AdvOl-Report#2004/15: Farid Alizadeh and Yu Xia, The Q Method for Second-order Cone Programming. October 2004.
AdvOl-Report#2004/18: Farid Alizadeh and Yu Xia, The Q Method for Symmetric Cone Programming. October 2004
Name: Xia, Yu
Graduation Date: 2003/October
Thesis Title: Optimization over second-order cones with extensions to symmetric cone programming
Name : Stefan Schmieta (RUTCOR)
Graduation date: 1999
Thesis Title: Application of Jordan algebras to the design and Analysis of interior-point algorithms for linear, quadratically constrained quadratic, and semi-definite programming
Name: Reuben Settergren
Graduation Date: 1997
Thesis Title: Theory and algorithms for physical mapping of DNA / by Reuben J. Settergren