Prof. Sara Shashaani

Sara Shashaani (North Carolina State University, Industrial and Systems Engineering) is visiting the Mathematical Institute in Michaelmas 2026 as Oliver Smithies Visiting Lecturer at the Balliol College. She works on stochastic derivative-free optimization, especially adaptive-sampling trust-region methods (ASTRO-DF), where sample sizes are set by the algorithm’s own progress. Her current work with Coralia Cartis scales these methods to high dimensions with random subspaces. It establishes almost-sure convergence and sample-complexity guarantees through supermartingale and pathwise arguments, gaining efficiency with methods that reuse function evaluations or variance reduction or adaptive regularization within an iteration to save the computational budget. She is also a co-developer of SimOpt, an open-source testbed for simulation-optimization solvers. Her other interest lies in optimization for stochastic systems, for example, the digital twins where a computational model is kept in step with a physical system through streaming data  as conditions change. She will give a Smithies Lecture, ‘Research Aspects of Digital Twins’, at the Institute on 18 November, and a CMA seminar on 5 November.