Dr. Farzad Yousefian
Areas of Interest
- Stochastic and Large-scale Optimization
- Distributed Optimization in Multi-agent Networks
- Variational Inequalities and Nash Games
- First-order Optimization Methods
- Machine Learning Applications
- Ph.D. Industrial Engineering, University of Illinois at Urbana-Champaign, 2013
- M.S. Industrial Engineering, Sharif University of Technology, 2008
- B.S. Industrial Engineering, Sharif University of Technology, 2006
- Associate Professor, Oklahoma State University, July 2021 – now
- Assistant Professor, Oklahoma State University, August 2015 – June 2021
- Postdoctoral Researcher, Pennsylvania State University, 2014 – 2015
- Lecturer, University of Illinois at Urbana-Champaign, 2013 – 2014
- National Science Foundation CAREER Award, 2020
- OSU College of Eng, Archit, and Tech Excellent Teacher Award, 2020
- Winter Simulation Conference Best Theoretical Paper Award, 2013
Courses Taught at OSU
- IEM 6990: Distributed and Parallel Optimization
- IEM 6990: Convex Optimization
- IEM 6043: Nonlinear Optimization
- IEM 5013: Introduction to Optimization
- IEM 5003: Probability and Statistics for Engineers
- IEM 4913: Senior Design Projects
- IEM 4713: Systems Simulation Modeling
- IEM 4613: Production Planning and Control Systems
- IEM 4013: Operations Research
- H. D. Kaushik and F. Yousefian, A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints, SIAM Journal on Optimization, 31(3), 2171–2198, 2021.
- F. Yousefian, A. Nedich, and U. V. Shanbhag, On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis, SIAM Journal on Optimization, 30(2), 1144–1172, 2020.
- N. Majlesinasab, F. Yousefian, A. Pourhabib, Self-tuned Stochastic Mirror Descent Methods for Smooth and Nonsmooth High-Dimensional Stochastic Optimization, IEEE Transactions on Automatic Control, 64(10), 4377-4384, 2019.
- F. Yousefian, A. Nedich, and U.V. Shanbhag, On Smoothing, Regularization and Averaging in Stochastic Approximation Methods for Stochastic Variational Inequality Problems, Mathematical Programming, 165(1), 391-431, 2017.
- F. Yousefian, A. Nedich, and U.V. Shanbhag, Self-tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games, IEEE Transactions on Automatic Control, 61(7), 1753-1766, 2016.
- F. Yousefian, A. Nedich, and U.V. Shanbhag, On Stochastic Gradient and Subgradient Methods with Adaptive Steplength Sequences, Automatica, 48(1), 56-67, 2012.