Azam Asl

I am a postdoc at the University of Chicago Booth School of Business working with Prof. Sean Lu in the area of continuous optimization and machine learning. I obtained a PhD in Computer Science from Courant Institute of Mathematical Sciences in New York University in May 2020. My PhD advisor was Prof. Michael L. Overton. Before that I worked as a software engineer for a few years. Earlier, I earned a master's degree in Computer Science also from NYU in 2012. My master's thesis advisor was Prof. Ernest Davis. I received my B.Sc. in Computer Engineering from Sharif University of Technology, Tehran, in 2008.

Contact

azam[.]asl[at]chicagobooth[dot]edu

Publications

A J-Symmetric Quasi-Newton Method for Minimax Problems, Azam Asl and Haihao (Sean) Lu.
Submitted to Mathematics of Operations Research Journal.
Download from here or arXiv .

Behavior of Limited Memory BFGS when Applied to Nonsmooth Functions and their Nesterov Smoothings, Azam Asl and Michael L. Overton.
Numerical Analysis and Optimization, edited by M. Al-Baali, L. Grandinetti and A. Purnama, Springer (2021).
[arXiv link]

Behavior of the Limited-Memory BFGS Method on Nonsmooth Optimization Problems in Theory and Practice, Azam Asl.
PhD thesis, May 2020.
Available from here and here .

Analysis of Limited-Memory BFGS on a Class of Nonsmooth Convex Functions, Azam Asl and Michael L. Overton.
IMA Journal of Numerical Analysis, 01 2020 [Published version] .
Download from here or arXiv .

Analysis of the Gradient Method with an Armijo-Wolfe Line Search on a Class of Nonsmooth Convex Functions, Azam Asl and Michael L. Overton.
Optimization Methods and Software (2019) [Published version].
[arXiv link]

A Qualitative Calculus for Three-Dimensional Rotations, Azam Asl and Ernest Davis.
Spatial Cognition & Computation (2013) [Published version]

A Qualitative Calculus for Three-Dimensional Rotations, Azam Asl.
Master thesis, Dec 2011.
Download from here .

Recitation Instructor/Teaching assistant

Recitation instructor for Fundamental Algorithms, Summer 2019.
Recitation instructor for Mathematical Techniques for Computer Science Applications, Summer 2017.
Teacher assistant for Convex and Nonsmooth Optimization, Spring 2016.
Teacher assistant for Artificial Intelligence, Spring 2012.
Recitation instructor for Data Structures, Fall 2011.
Recitation instructor for Fundamental Algorithms, Summer 2011.