Office Address:
Room E274 (map)
Technological Institute
2145 Sheridan Road
Evanston IL 60208-3118 USA
Telephone: (847) 491-5038
Email:j-nocedal@northwestern.eduMy research interests are in optimization and its application in machine learning and in disciplines involving differential equations. I specialize in nonlinear optimization, both convex and non-convex; deterministic and stochastic. There is a need for solving ever larger optimization problems, and throughout the years, I have developed algorithms that scale well with the number of variables, make judicious use of second-order information, and parallelize well. The motivation for my current algorithmic and theoretical research stems from applications in image and speech recognition, recommendation systems, and search engines.
New: SIAM Review Article (Optimization Methods for Large-Scale Machine Learning)