Arkadi Nemirovski

Arkadi Nemirovski
Born (1947-03-14) March 14, 1947
Moscow, Russia
Alma mater Moscow State University (M.Sc 1970 & Ph.D 1973)
Kiev Institute of Cybernetics
Known for Ellipsoid method
Robust optimization
Interior point method
Awards Fulkerson Prize (1982)
Dantzig Prize (1991)[1]
John von Neumann Theory Prize (2003)[2]
Scientific career
Institutions Georgia Institute of Technology
Technion – Israel Institute of Technology

Arkadi Nemirovski (born March 14, 1947) is a professor in the H. Milton Stewart School of Industrial and Systems Engineering at Georgia Institute of Technology.[3] He has been a leader in continuous optimization and is best known for his work on the ellipsoid method, modern interior-point methods and robust optimization.[4]

Biography

Arkadi Nemirovski earned the Ph.D. in Mathematics (1974) from Moscow State University and the Doctor of Sciences in Mathematics (1990) from the Institute of Cybernetics of the Ukrainian Academy of Sciences, Kiev. He has won three prestigious prizes: Fulkerson, Dantzig, and von Neumann (2003).[5] He was elected to the U.S. National Academy of Engineering (NAE) in 2017 "for the development of efficient algorithms for large-scale convex optimization problems." [6]

Academic work

His work with Yurii Nesterov in the 1994 book[7] is the first to point out that interior point method can solve convex optimization problems, and the first to make a systematic study of semidefinite programming (SDP). Also in this book, they introduced the self-concordant functions which are useful in the analysis of Newton's method.[8]

Books

  • co-authored with Yurii Nesterov: Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics. 1994. ISBN 978-0898715156.
  • co-authored with A. Ben-Tal: Lectures on Modern Convex Optimization. Society for Industrial and Applied Mathematics. 2001. ISBN 978-0-89871-491-3. [9]
  • co-authored with A. Ben-Tal and L. El Ghaoui: Robust Optimization. Princeton University Press. 2009. ISBN 978-0-691-14368-2.

References

  1. ↑ "The George B. Dantzig Prize". 1991. Retrieved December 12, 2014.
  2. ↑ "Arkadi Nemirovski 2003 John von Neumann Theory Prize: Winner(s)". 2003. Retrieved December 10, 2014.
  3. ↑ "Brief CV of Arkadi Nemirovski". 2009. Retrieved December 12, 2014.
  4. ↑ "Arkadi Nemirovski awarded an Honorary DMath Degree". 2009. Retrieved December 12, 2014.
  5. ↑ "Arkadi Nemirovski, Ph.D. – ISyE"
  6. ↑
  7. ↑ Nesterov, Yurii; Arkadii, Nemirovskii (1995). Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics. ISBN 0898715156.
  8. ↑ Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 15, 2011.
  9. ↑ Tseng, Paul (2004). "Review of Lectures on modern convex optimization: analysis, algorithms and engineering applications, by Aharon Ben-Tal and Arkadi Nemirovski". Math. Comp. 73: 1040. doi:10.1090/S0025-5718-03-01670-3.
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