Javier Peña is the Bajaj Family Chair Professor of Operations Research at the Tepper School of Business, Carnegie Mellon University, where he has been a faculty member since 1999. He currently holds the rank of Professor with tenure in the Department of Operations Research. His educational background includes: PhD in Applied Mathematics from Cornell University (1998) MS in Computer Science from Cornell University (1997) MS in Mathematics from Universidad de Los Andes, Bogotá, Colombia (1993) BS in Electrical Engineering from Universidad de Los Andes, Bogotá, Colombia (1991) BS in Mathematics from Universidad de Los Andes, Bogotá, Colombia (1991) Professor Peña's research focuses on the theoretical foundations and practical applications of optimization. His primary research interests include condition numbers for optimization, algorithms for convex optimization (particularly first-order methods), and equilibria computation. He has made significant contributions to understanding the convergence properties of the Frank-Wolfe algorithm and related first-order methods. His work uniquely bridges theoretical analysis with practical applications, particularly in finance and data science. His research demonstrates a consistent pattern of investigating the fundamental mathematical properties of optimization problems while developing practical algorithms with provable convergence guarantees. His extensive publication record shows a clear evolution from foundational work on condition numbers and Hoffman constants toward more applied research on first-order methods and their applications. A notable trend is his recent focus on affine-invariant analysis of optimization algorithms, which provides deeper insights into algorithm behavior independent of coordinate systems. His work frequently appears in top optimization journals like Mathematical Programming and SIAM Journal on Optimization. Professor Peña is also the co-author of the influential textbook 'Optimization Methods in Finance,' now in its second edition, which has become a standard reference in the field. In terms of teaching, Professor Peña regularly instructs courses in Probability and Statistics, Financial Optimization, and Convex Optimization. His teaching approach emphasizes practical applications, with students in Financial Optimization routinely using open-source financial datasets like Alpha Advantage Open Stock API in their projects. He has been actively involved in the academic community through numerous conference presentations, seminar invitations, and committee service at Carnegie Mellon University, including roles on the Faculty Senate, Promotion and Tenure Committee, and various curriculum committees.








