Negar Soheili
Associate Professor
Department of Information and Decision Sciences
Contact
Building & Room:
UH 2416
Address:
601 South Morgan Street, Chicago, IL 60607
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Email:
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About
Negar Soheili is an Associate Professor of Business Analytics at the University of Illinois at Chicago. Her research focuses on developing scalable methods for large-scale optimization, particularly in convex optimization for machine learning and decision-making under uncertainty. She is interested in improving the efficiency of first-order methods by enhancing problem geometry and designing scalable solutions for constrained convex optimization, where ensuring feasibility at termination is crucial. Negar also focuses on developing efficient first-order algorithms for large-scale Markov decision processes (MDPs), advancing their scalability and applicability to real-world decision-making problems.
Selected Publications
- P. Pakiman, S. Nadarajah, N. Soheili, and Q. Lin (2024). Self-guided Approximate Linear Programs: Randomized Multi-Shot Approximation of Discounted Cost Markov Decision Processes. Forthcoming in Management Science. DOI:10.2139/ssrn.3512665
- J. Pena and N. Soheili (2022). Implementation of a projection and rescaling algorithm for second-order conic feasibility problems. Optimization Methods and Software, 38 218-241. DOI:10.1080/10556788.2022.2119234
- J. Pena and N. Soheili (2022). Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems. Mathematics of Operations Research, 47 3304-3316. DOI: 10.1287/moor.2021.1235
- Q. Lin, S. Nadarajah, N. Soheili, and T. Yang (2020). A data efficient and feasible level-set method for constrained stochastic optimization with expectation constraints. Journal of Machine Learning Research, 21(143), 5664-5708. DOI: 10.5555/3455716.3455859
- Q. Lin, S. Nadarajah, and N. Soheili (2020). Revisiting approximate linear programming: constraint-violation learning with applications to inventory control and energy storage. Management Science, 66(4) 1544 — 1562. DOI: 10.1287/mnsc.2019.3289
Education
PhD in Operations Research, Tepper School of Business, Carnegie Mellon University, 2014.
BS in Applied Mathematics, University of Tehran, 2009.