Stefan Wild Stefan Wild
PhD Candidate
School of Operations Research and Information Engineering
Cornell University
257 Rhodes
Ithaca, NY 14853
(607) 254-8871 - phone
(607) 255-9134 - fax
stefan (at) orie.cornell.edu - email
Cornell Logo

As of September I will be a Director's Postdoctoral Fellow at Argonne National Laboratory's Mathematics and Computer Science Division.

I am currently completing my PhD in Operations Research at Cornell. I very much enjoyed my time at ORIE and used to maintain a useful page with useful information about the ORIE PhD Program but it is most likely outdated.

I have many nonacademic interests but instead refer you our (in-development) unauthorized Cornell PhD dissertation checklist.

Biographical:
¤ Doctoral Candidate, Operations Research, Cornell University, Passed Candidacy Exam Fall 2006
×Advisor: Christine Shoemaker; Minor Advisors: David Ruppert, Charles Van Loan
×DOE CSGF Fellow
×Practicum: Argonne, Laboratory for Advanced Numerical Simulations; Advisor: Jorge Moré
¤ BS/MS, Applied Mathematics, Univ. of Colorado, 2003 Spring
×MS Thesis: Seeding Non-Negative Matrix Factorizations with the Spherical K-Means Clustering
× Advisors James Curry and Anne Dougherty
 
Research Interests:
¤ Continuous and Numerical Optimization
¤ Derivative-free and Trust-Region Methods
¤ Algorithms for Optimization and Calibration of Computationally Expensive Simulation-based Models
¤ Non-Negative Matrix Factorization
 
Selected Works in Progress:
× Global Convergence of Radial Basis Function Trust-Region Algorithms for Derivative-Free Optimization. With Christine Shoemaker. In preparation, January 2008. [More information]
 
Publications and Recent Submissions:
× MNH: A Derivative-Free Optimization Algorithm Using Minimal Norm Hessians. Submitted, January 2008. [More information]
× Benchmarking Derivative-Free Optimization Algorithms. With Jorge Moré. Submitted, May 2008. [More information]
× ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions. With Rommel Regis and Christine Shoemaker. To appear in SIAM Scientific Computing, 2008. [More information]
× Maximizing Influence in a Competitive Social Network: A Follower's Perspective. With Tim Carnes, Chandrashekhar Nagarajan, and Anke van Zuylen. Nominated for "Best Paper". Appears in ICEC '07: Proceedings of the Ninth International Conference on Electronic Commerce, August 2007. [More information]
× Bayesian Calibration of Computationally Expensive Models Using Optimization and Radial Basis Function Approximation. With Nikolay Bliznyuk, David Ruppert, Christine Shoemaker, Rommel Regis, and Pradeep Mugunthan. Appears in Journal of Computational and Graphical Statistics, Vol. 17 (2), pp. 1--25, 2008. [More information]
× Improving Non-Negative Matrix Factorizations Through Structured Initialization. With James Curry and Anne Dougherty. Appears in Pattern Recognition. Vol. 37 (11), pp. 2217-2232, November 2004. [More information]
× Motivating Non-Negative Matrix Factorizations. With James Curry and Anne Dougherty. Appears in Proceedings of the Eighth SIAM Conference on Applied Linear Algebra, July 2003. [More information]
× Probabilistically Optimized Airline Overbooking Strategies, or "Anyone Willing to Take a Later Flight?!". With Kevin Leder and Saverio Spagnolie. Appears in Journal of Undergraduate Mathematics and Its Applications, Vol. 23, No.3, 2002. [More information]
 
Recent Talks and Posters:
× [05/11/2008] Benchmarking Algorithms for Derivative-Free Optimization. SIAM Conference on Optimization, Boston, MA
× [04/10/2008] MNH: A Derivative-Free Optimization Algorithm Using Minimal Norm Hessians. Tenth Copper Mountain Conference on Iterative Methods, Copper Mountain, CO.
× [01/18/2008] The ORBIT Algorithm For Simulation-Based Optimization Without Derivatives Argonne National Laboratory Mathematics and Computer Science Seminar, Argonne, IL.
× [10/17/2007] Geometry of Data Points: A Speed Bump for the Greedy Optimizer. Continuous Optimization Seminar, Cornell University, Ithaca, NY.
× [08/15/2007] Optimization by Radial Basis Function Interpolation in Trust-Regions. Second Mathematical Programming Society International Conference on Continuous Optimization, Hamilton, Ontario, Canada.
¤ [06/20/2007] Derivative-free Calibration of a Computationally Expensive Watershed Model. Poster. 2007 DOE Computational Science Graduate Fellowship Annual Fellows Conference, Washington, DC.
× [02/19/2007] Optimization of Simulation-Based Optimization Problems with Constraints on the Computational Budget. 2007 SIAM Conference on Computational Science and Engineering, Costa Mesa, CA.
¤ [06/21/2006] Attacking Parameter Uncertainty in Calibration Problems Arising in Environmental Engineering. Poster. 2006 DOE Computational Science Graduate Fellowship Annual Fellows Conference, Washington, DC.
¤ [06/12/2006] Optimization of Computationally Expensive Functions in the Absence of Derivatives. Poster. ACNW (Argonne - University of Chicago - Northwestern - Wisconsin) Optimization Tutorials, Chicago, IL.
× [11/16/2005] Trust-Region Models for Derivative-free Optimization in Environmental Engineering. INFORMS 2005, San Francisco, CA.
× [10/10/2005] Optimization of Computationally Expensive Functions Using Function Approximation Methods with Applications in Environmental Engineering. Argonne National Laboratory Mathematics and Computer Science Seminar, Argonne, IL.
× [05/04/2005] Wedge Trust-Region Methods for Derivative-free Optimization. Continuous Optimization Seminar, Cornell University, Ithaca, NY.
× [7/19/2003] Motivating Non-Negative Matrix Factorizations. SIAM Conference on Applied Linear Algebra, Williamsburg, VA.
 
Teaching Experience:
¤Cornell University Teaching Assistant:
× OR&IE 582 -- Monte Carlo Methods in Financial Engineering, Fall 2007
× OR&IE 436 -- A Mathematical Examination of Fair Representation, Spring 2004
× OR&IE 435 -- Introduction to Game Theory, Fall 2003
¤University of Colorado-Boulder Instructor:
× APPM 2350 -- Calculus III, Summer 2004
¤University of Colorado-Boulder Teaching Assistant:
× APPM 3310 -- Matrix Methods, Spring 2003
× APPM 2350 -- Calculus III, Fall 2002
× APPM 1360 -- Calculus II, Spring 2002
× APPM 1350 -- Calculus I, Spring 2001 and Fall 2001
 
Curriculum Vitae and References:
¤ Available upon request.
Stefan at the Whale
grafNYC
Substitutes
Hep
DC Duo

Valid XHTML 1.0 Transitional ---- end of useful information start of robot spider enlightenment   ----

Even less updated is the personal page of Stefan Wild, and the pages of Alaskan Martin Wild, Jazzy Jeff Prince, Carl Jesse Larner, Jigsaw Sequence.