{"id":10,"date":"2017-10-24T20:34:50","date_gmt":"2017-10-24T20:34:50","guid":{"rendered":"http:\/\/press3.mcs.anl.gov\/mattmenickelly\/?page_id=10"},"modified":"2025-10-02T20:39:07","modified_gmt":"2025-10-02T20:39:07","slug":"matts-research-website","status":"publish","type":"page","link":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/","title":{"rendered":""},"content":{"rendered":"<p><strong>Who am I?:<\/strong><\/p>\n<ul>\n<li>Computational Mathematician, Argonne National Laboratory since September 2019. Started June 2017 as a Postdoctoral Appointee.<\/li>\n<li>A mathematical optimizer. See research interests below for more specifics.<\/li>\n<li>A well-rounded and friendly individual. I&#8217;m good enough, I&#8217;m smart enough, and <a href=\"https:\/\/www.youtube.com\/watch?v=6ldAQ6Rh5ZI\">doggone it, people like me<\/a>.<\/li>\n<\/ul>\n<p><strong>Publications\/Conference Proceedings\/Preprints:<\/strong><\/p>\n<p>Let&#8217;s be real. Anyone who tries to put this information on their website is just going to fall behind eventually. I&#8217;ve certainly been guilty of this many times. <a href=\"https:\/\/scholar.google.com\/citations?user=nngqHFMAAAAJ&amp;hl=en\">Google Scholar<\/a> is such a great public service.<\/p>\n<p>What you really want to get from a website is this:<\/p>\n<p><strong>Research Interests:<\/strong><\/p>\n<ul>\n<li><strong>Derivative-free optimization.<\/strong> Check out this cool <a href=\"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/84479E2B03A9BFFE0F9CD46CF9FCD289\/S0962492919000060a.pdf\/div-class-title-derivative-free-optimization-methods-div.pdf\">survey paper<\/a> I did with fellow Argonne-ites Jeff Larson and Stefan Wild. I know a lot about DFO methods.<\/li>\n<li><strong>The intersection of optimization and machine learning.\u00a0<\/strong>Because who in applied math hasn&#8217;t dabbled in machine learning in this millennium? I&#8217;ve done some work in <a href=\"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10898-021-01009-y.pdf\">optimal decision trees<\/a> and <a href=\"https:\/\/www.osti.gov\/pages\/servlets\/purl\/1839067\">graphical anomaly detection<\/a>. I am also doing some ongoing research in reinforcement learning and <a href=\"https:\/\/arxiv.org\/pdf\/2412.14278\">bandit learning<\/a> in optimization.<\/li>\n<li><strong>Optimization under uncertainty (stochastic and robust).<\/strong> Optimization&#8217;s all well and good, but how often do you actually <em>know<\/em> your problem data? Sometimes uncertainty needs to be encoded in your problem statement because you simply don&#8217;t trust (all of) your data, or you just don&#8217;t have enough of it to make the best decisions. I&#8217;ve worked on adapting trust-region algorithms for stochastic optimization (<a href=\"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-017-1141-8.pdf\">here<\/a> and <a href=\"https:\/\/pubsonline.informs.org\/doi\/pdf\/10.1287\/ijoo.2019.0016\">here<\/a>). I&#8217;ve also <a href=\"https:\/\/www.osti.gov\/pages\/servlets\/purl\/1660707\">surveyed nonlinear robust optimization<\/a> and developed <a href=\"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-018-1326-9.pdf\">my own nonlinear robust optimization<\/a> method.<\/li>\n<li><strong>Nonsmooth optimization.\u00a0<\/strong>Especially algorithms that try to approximate Clarke subdifferentials. I&#8217;ve done (and am actively developing software for) this cool algorithm called manifold sampling. <a href=\"https:\/\/arxiv.org\/pdf\/2207.08264.pdf\">Here<\/a> is the latest and greatest on manifold sampling.<\/li>\n<li><strong>Variational quantum algorithms. <\/strong>Quantum is way cool. Here&#8217;s a <a href=\"https:\/\/arxiv.org\/pdf\/2201.13438.pdf\">recent paper<\/a> I wrote on using adaptive stochastic optimizers in the parameter update step of VQAs.<\/li>\n<li><strong>Some software development.<\/strong> In particular, I contribute to and maintain optimization methods in <a href=\"https:\/\/github.com\/POptUS\/IBCDFO\">IBCDFO<\/a> (Interpolation-Based Composite Derivative-Free Optimization), which are included in the <a href=\"https:\/\/github.com\/POptUS\">POptUS<\/a> (Practical Optimization Using Structure) Github organization.<\/li>\n<li><strong>Really, anything involving numerical optimization.<\/strong> Let&#8217;s just chat, my contact info&#8217;s at the top of this page.<\/li>\n<\/ul>\n<p><a href=\"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/dfo-manifesto\/\"><strong>A SPECTRE is haunting numerical optimization &#8212; the spectre of derivative-free optimization.\u00a0<\/strong><\/a><\/p>\n<p><strong>Non-Research Stuff:\u00a0<\/strong><\/p>\n<ul>\n<li>I&#8217;m a trained classical pianist. If we&#8217;re ever at a meeting with a piano, odds are I&#8217;ll play something if you ask me to. Here&#8217;s a really <a href=\"https:\/\/www.youtube.com\/watch?v=AelyOSO622A\">old recording<\/a> on the internet from my junior recital in university.<\/li>\n<li>I&#8217;m queer. I&#8217;m comfortable using he\/him\/his and they\/them\/theirs pronouns, with no strong preference either way.<\/li>\n<li>I had a baby in 2022! Here&#8217;s me and my family being cute:<\/li>\n<\/ul>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"size-medium wp-image-172 aligncenter\" src=\"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-content\/uploads\/sites\/102\/2022\/09\/4C06C0A1-E983-4A08-B0D0-25A70726B55F-300x226.jpeg\" alt=\"\" width=\"300\" height=\"226\" srcset=\"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-content\/uploads\/sites\/102\/2022\/09\/4C06C0A1-E983-4A08-B0D0-25A70726B55F-300x226.jpeg 300w, https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-content\/uploads\/sites\/102\/2022\/09\/4C06C0A1-E983-4A08-B0D0-25A70726B55F-1024x772.jpeg 1024w, https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-content\/uploads\/sites\/102\/2022\/09\/4C06C0A1-E983-4A08-B0D0-25A70726B55F-768x579.jpeg 768w, https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-content\/uploads\/sites\/102\/2022\/09\/4C06C0A1-E983-4A08-B0D0-25A70726B55F.jpeg 1440w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/p>\n<p>Email me if you want to know more. I (generally) don&#8217;t bite.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Who am I?: Computational Mathematician, Argonne National Laboratory since September 2019. Started June 2017 as a Postdoctoral Appointee. A mathematical optimizer. See research interests below for more specifics. A well-rounded and friendly individual. I&#8217;m good enough, I&#8217;m smart enough, and doggone it, people like me. Publications\/Conference Proceedings\/Preprints: Let&#8217;s be real. Anyone who tries to put &#8230; <a title=\"\" class=\"read-more\" href=\"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/\" aria-label=\"Read more about \">Read more<\/a><\/p>\n","protected":false},"author":316,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":"","_members_access_role":[],"_members_access_error":""},"class_list":["post-10","page","type-page","status-publish"],"acf":[],"_links":{"self":[{"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/pages\/10","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/users\/316"}],"replies":[{"embeddable":true,"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/comments?post=10"}],"version-history":[{"count":4,"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/pages\/10\/revisions"}],"predecessor-version":[{"id":191,"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/pages\/10\/revisions\/191"}],"wp:attachment":[{"href":"https:\/\/wordpress.cels.anl.gov\/mattmenickelly\/wp-json\/wp\/v2\/media?parent=10"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}