Research. My primary research areas are continuous optimization and application of continuous optimization to data science. Visit my current projects page and publications page for more details. I am also interested in scientific computing, numerical linear algebra, computational mechanics, and computational geometry. My research receives support from NSERC.
Teaching. I teach courses at the undergraduate and graduate level in optimization. Most recently, in Summer 2020 I taught CO471/671, Semidefinite Optimization, and Fall 2020 I taught CO602/CM740/CS795, Fundamentals of Optimization. In Winter 2021 I am teaching CO372, Portfolio Optimization Models.
Administration. I am Interim Director of the Data Science graduate programs. This includes the Master of Data Science and Artificial Intelligence (MDSAI), a 4-term program combining graduate coursework with an industrial coop, and Master of Mathematics of Data Science (MMath/DS), a 4- to 6-term program consisting of coursework, research, and culminating in a master's thesis.