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Matt Menickelly

Assistant Computational Mathematician


I work on numerical optimization problems, particularly problems in which derivative information of objective/constraint functions are not explicitly available (derivative-free optimization), and problems in which the objective and constraints are subject to inherent uncertainty (robust and/or stochastic optimization). I am largely motivated by problems in both simulation optimization and artificial intelligence/machine learning. I am recently also interested in designing optimization methods in environments enabling multiprecision arithmetic.