Miaolan Xie



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I am an Assistant Professor in the Edwardson School of Industrial Engineering at Purdue University. I am actively seeking motivated PhD students to join my research group—please reach out if you are interested in developing reliable and adaptive optimization algorithms with applications in machine learning, healthcare, or other data-driven domains.

I completed my Ph.D. in Operations Research and Information Engineering at Cornell University, with Professor Katya Scheinberg. Prior to joining Purdue, I was a postdoctoral Principal Researcher at the University of Chicago Booth School of Business, affiliated with the Healthcare Initiative, working with Professor Dan Adelman. My research focuses on designing theoretically-grounded optimization algorithms that can handle messy data, utilizing tools from statistics and stochastic processes for applications in machine learning and healthcare.

I obtained my Bachelor of Mathematics with majors in Pure Mathematics and Combinatorics and Optimization from the University of Waterloo. I completed my Master's degree with Levent Tunçel in Combinatorics and Optimization at the University of Waterloo. Before starting my Ph.D., I worked as a data scientist in Alibaba on the retail supply chain platform team, and prior to that I worked in Baidu and PwC Consulting. In the summer of 2022, I was a Givens Associate in the Mathematics and Computer Science Division at Argonne National Laboratory, working with Stefan Wild and Matt Menickelly.

Publications

* indicates authorship in alphabetical order by last name.

* A Sequential Quadratic Programming Method with High Probability Complexity Bounds
  for Nonlinear Equality Constrained Stochastic Optimization
Albert Berahas, Miaolan Xie, Baoyu Zhou.
• SIAM Journal on Optimization, 2025

* Sample Complexity Analysis for Adaptive Optimization Algorithms with Stochastic Oracles
Billy Jin, Katya Scheinberg, Miaolan Xie.
• Mathematical Programming, 2025
• 🏆 Second Place for 2023 Student Paper Prize of INFORMS Optimization Society

* High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles
Billy Jin, Katya Scheinberg, Miaolan Xie.
• SIAM Journal on Optimization, 2024

* A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers
Matt Menickelly, Stefan Wild, Miaolan Xie.
• Submitted, 2024

* Stochastic Adaptive Regularization Method with Cubics:
   A High Probability Complexity Bound
Katya Scheinberg, Miaolan Xie.
• Winter Simulation Conference, 2023

* High Probability Complexity Bounds for Line Search Based on Stochastic Oracles
Billy Jin, Katya Scheinberg, Miaolan Xie.
• NeurIPS, 2021

ControlBurn: Feature Selection by Sparse Forests
Brian Liu, Miaolan Xie, Madeleine Udell.
• KDD, 2021

* Stochastic Adaptive Regularization Method with Cubics: A High Probability Complexity Bound
Katya Scheinberg, Miaolan Xie.
• NeurIPS OPT Workshop, 2022

* High Probability Step Size Lower Bound for Adaptive Stochastic Optimization
Billy Jin, Katya Scheinberg, Miaolan Xie.
• NeurIPS OPT Workshop, 2021

Inner Approximation of Convex Cones via Primal-Dual Ellipsoidal norms
Miaolan Xie.
• Master's Thesis

Talks

Reliable and Adaptive Stochastic Optimization in the Face of Messy Data (with Highly Corrupted Inputs and Heavy-Tailed noises)

Reliable Adaptive Stochastic Optimization for Messy Data: with High Probability Guarantees

High Probability Complexity Bounds for Adaptive Optimization Methods with Stochastic Oracles

Stochastic Adaptive Regularization Method with Cubics: A High Probability Complexity Bound

High Probability Iteration and Sample Complexity for Adaptive Step Search via Stochastic Oracles

High Probability Complexity Bounds for Line Search Based on Stochastic Oracles

High Probability Step Size Lower Bound for Adaptive Stochastic Optimization

ControlBurn: Feature Selection by Sparse Forests

Teaching & Service

Academic Service

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