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<p> <br /> <br /> <br /> <br /> <br />
<strong>Shuvo Das Gupta</strong> <br />
● Postdoc at <a href="https://ieor.columbia.edu/">Columbia IEOR</a> <br />
● Ph.D. from <a href="http://www.mit.edu/">MIT</a> <a href="https://orc.mit.edu/">Operations Research Center</a>, 2024<br />
● Incoming Assistant Professor at <a href="https://cmor.rice.edu/">Rice CMOR</a> (July 2025-)<br />
● Email(s):<br />
<a href="mailto:[email protected]"> [email protected]</a><br />
<a href="mailto:[email protected]"> [email protected]</a><br />
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I am a Postdoctoral Research Scientist at the Department of Industrial Engineering and Operations Research, Columbia University, hosted by Professor Christian Kroer and Professor Garud Iyengar. I recently obtained my Ph.D. from the Operations Research Center at MIT in May 2024. My research is primarily in optimization—both theory and application—and often both simultaneously.
Update. I will join the Department of Computational Applied Mathematics & Operations Research at Rice University as an Assistant Professor starting July 2025.
- (2025-02-07) Notes on Monotone Operator Theory
- (2024-11-22) Geometry of Integer Optimization
- (2024-09-27) KKT Operator and KKT Conditions
- (2024-09-25) From Fenchel-Rockafellar Duality to Lagrangian Duality
- (2024-09-17) Solving Mixed-Integer Optimization Problems using Benders Decomposition
- (2024-03-28) Study notes on “Stochastic Polyak Step-size, a simple step-size tuner with optimal rates" by F. Pedregosa
- (2023-01-06) Converting latex/pdf to html to markdown for Jekyll-based blogs
- (2022-12-27) Convergence of stochastic gradient descent
- (2022-10-03) Materials for the poster at the Cornell Young Researchers Workshop 2022
- (2022-08-30) Solving bilinear optimization problems using
Alpine.jl
- (2022-07-23) Accelerated first-order methods as span-based first-order methods
- (2022-06-06) Installing KNITRO in MacOS
- (2022-05-16) Reproducing Optimized Gradient Method (OGM) in Julia+JuMP
- (2022-04-27) Automated SDP relaxation of QCQPs in JuMP+Julia
- (2022-03-18) “My heart skipped a beat” by Nasir Kazmi
- (2022-03-09) Solving bilinear optimization problem using JuMP
- (2022-03-01) Favorite quotes and excerpts
- (2022-02-02) Tutorial on Optimization in Julia for MIT IAP course 15.S60: Computing in Optimization and Statistics (2022)
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(2021-12-01) Constructing an interpolated function for the class of smooth strongly convex functions
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(2021-11-30) Publication-quality plots in Julia using PGFPlotsX
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(2021-11-24) Properties of smooth nonconvex interpolated functions
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(2021-11-22) Constructing an interpolated function for the class of smooth convex functions
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(2021-11-11) An improved lower-complexity bound for the class of convex and Lipschitz continuous functions
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(2021-11-08) A lower-complexity bound for the class of convex and Lipschitz continuous functions
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(2021-08-26) Tips and tricks in Mathematica
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(2021-08-24) “An Understanding” by Rabindranath Tagore
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(2021-07-30) Geometry of a prox-regular set
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(2021-07-10) Solving mixed integer programming (MIP) problems using Julia+JuMP
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(2021-02-03) Solving transportation problems in Julia+JuMP
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(2021-02-01) Running parallel Julia code on MIT Engaging
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(2021-01-18) Mutating function and array assignment in Julia
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(2021-01-12) Defining inner constructor with parametric types in Julia
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(2021-01-01) How to solve semidefinite optimization problems in Julia
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(2020-12-21) The holy man and the venomous snake
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(2020-12-01) Running parallel Julia code on MIT Supercloud
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(2020-11-22) “Why do you want to go back, Lord of Mathura?” by Rituparno Ghosh
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(2020-11-17) Computing scaled relative graph of composition of operators in Mathematica
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(2020-11-15) Verifying inequalities in Mathematica
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(2020-09-24) Computing proximal operator of a constrained function in Julia
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(2020-05-05) Working with dataframes in Julia
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(2020-04-28) Saving data files in Julia
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(2020-04-25) Life of Egon Balas
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(2020-04-13) Donald Knuth on work habits, problem solving, and happiness
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(2020-04-10) Simple gradient descent algorithm in Julia
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(2020-03-24) If you did not give me love by Rabindranath Tagore
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(2020-03-22) How to create a simple package in Julia
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(2020-01-24) Running Julia code on MIT Supercloud
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(2020-01-20) Solving mixed-integer quadratic programming (MIQP) using Julia+JuMP