faculty profile

Darinka Dentcheva

Building: Peirce
Room: 302
Phone: 201.216.8640
Fax: 201.216.8321
Email: [email protected]
  • Dr.Sci in Mathematics  Humboldt University, Berlin , Germany, 2006
  • PhD in Mathematics  Humboldt University, Berlin , Germany, 1989
  • MSc in Mathematics and Computer Science Humboldt University, Berlin , Germany, 1982
  • Convex Analysis and Optimization
  • Stochastic Optimization
  • Mathematical Models of Risk
  • Statistical inference of stochastic optimization
  • Numerical Techniques

 ·          Optimization of Stochastic Systems: stochastic optimization models with stochastic dominance constraints and risk functions; optimization models with probabilistic constraints; stability and sensitivity of stochastic optimization problems; decomposition methods for stochastic optimization problems

·          Nonlinear Optimization: composite semi-infinite optimization problems.

·          Convex Analysis: Steiner center for convex sets; differentiability of the metric projection onto moving convex sets; sets determined by constraints on distribution functions

.·          Set-Valued Analysis: selections of set-valued mappings in particular mappings that appear in stochastic optimization.

 ·          Vector Optimization: new concepts of e-efficiency and level sets of abstract optimization problems, which are applied to obtain various versions of variational principles, and to establish well-posedness of vector optimization problems.

·          Parametric Optimization: optimization problems whose data are smooth functions of a parameter; singularity theory of the stationary solutions to the parametric problems; regularity as a generic property; path-following methods

·          Statistical Analysis: delta theorems of first and higher order for random sets in infinite dimensional spaces and their selections; statistical tests for stochastic dominance; estimation of measures of risk and Lorenz functions.

·          Networks: efficient approach to evaluating network performance under uncertain load

·          Modeling and large-scale applied problems in ferrous metallurgy; optimal power generation under uncertainty


Consulting Service

Frequent reviewer and panelist for NSF and Department of Energy

Honors & Awards

Service and Membership In Professional Organizations

  • Guest-Editor-in-Chief of Annals of OR and SIAM Journal on Optimization 
  • Associate Editor of SIAM Journal on Optimization and a member of Society of Industrial and Applied Mathematics
  • Reviewer for Mathematical Reviews and a member of the American Mathematical Society
  • Past member of the Stochastic Programming Committee of the Mathematical Programming Society
  • Member of SIAM, AMS and the Union of Bulgarian Mathematicians
  • 2007 - present
    Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey  
  • 2000 -2006
    Associate Professor, Department Mathematical Sciences, Stevens Institute of Technology, Hoboken, New Jersey
  • 1999 - 2000
    Assistant Professor, Department of Industrial and Manufacturing Systems Engineering, Lehigh University, Pennsylvania
  • 1997 - 1999
    Visiting Scholar, RUTCOR, Rutgers Center for Operations Research, Rutgers University, New Brunswick, New Jersey
  • 1994 - 1997
    Research Scholar, Institute of Mathematics, Humboldt University, Berlin, Germany
  • 1982 - 1994
    Research Scholar, Department of Operations Research, Institute of Mathematics, Bulgarian Academy of Sciences, Sofia, Bulgaria (On leave)
Grants, Contracts & Funds
  • NSF CMII Research award Successive Risk-Neutral Approximations of Dynamic Risk-Averse Optimization Problems
  • NSF DMS Research award Dynamic Stochastic Optimization with Stochastic Dominance Constraints and Risk Functionals
  • NSF DMS Research award Semi-Infinite Probabilistic Optimization
  • NSF DMI Research award Risk-Averse Stochastic Optimization
  • DARPA Research award Error-Resilient Collective Decisions and Sensor Allocation
  • Humboldt University Berlin, Germany, research award Stability and Asymptotic Behavior of Solutions to Stochastic Optimization Problems
  •  DAAD (Deutsche Akademische Austausch Dienst) Exchange Visitor support