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.

  1. Parallel simulated annealing using an adaptive resampling interval ↩

  2. The ensmallen library for flexible numerical optimization ↩