Javier Peña

Bajaj Family Chair in Operations Research
Carnegie Mellon University
Tepper School of Business
5000 Forbes Avenue
Pittsburgh, PA 15213
(412) 268-5799
Email: j f p at andrew dot c m u dot e d u

Research interests

Condition numbers for optimization. Algorithms for convex optimization. Equilibria computation. Applications of optimization in finance and machine learning.

Book: Optimization Methods in Finance, Second Edition, Cambridge University Press


Probability and Statistics, Financial Optimization, Convex Optimization.

Published Papers

Selected presentations

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Last updated October 2023.