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About
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Hi, I'm Zhihao Lou. I'm a Senior Director of Optimization in Decision Sciences at Epsilon. My day job involves designing distributed algorithm for Real-Time Bidding in programatic advertising buying.

I have a PhD in computer science from the University of Chicago. I developed a scalable paralel simulated annealing algorithm so it can work on modern supercomputers1. I also contributed the simulated annealing algorithm optimizer in the great Ensmallen library2.

This is my blog where I write about a variety of things I'm currently learning. Hope you'll find some bits or pieces that's useful.

Footnotes

  1. Parallel simulated annealing using an adaptive resampling interval

  2. The ensmallen library for flexible numerical optimization