Donald Goldfarb

Donald Goldfarb (born August 14, 1941 in New York City)[1] is an American mathematician who specializes in mathematical optimization and numerical analysis.

Goldfarb studied chemical engineering at Cornell University in 1963 and Princeton University in 1965, obtaining a doctorate in 1966. He joined the Courant Institute as an assistant professor from 1971 and was subsequently appointed a professor of computer science at the City College of New York. In 1982, he became Professor of Industrial Engineering and Operations Research at Columbia University.

He is one of the developers of the Broyden–Fletcher–Goldfarb–Shanno algorithm.[2] In 1992, he and J. J. Forrest developed the steepest edge simplex method.[3]

From 1989, he was editor of the Journal of Optimization and co-editor of Mathematics of Computation.

In 2017, Goldfarb received the John von Neumann Theory Prize from the Institute for Operations Research and the Management Sciences.[4]

References

  1. ↑ American Men and Women of Science, Thomson Gale 2004
  2. ↑ Goldfarb, Donald (1970). "A family of variable metric methods derived by variational means". Mathematics of Computation. 24: 23–26.
  3. ↑ Forrest, John J.; Goldfarb, Donald (1992). "Steepest-edge simplex algorithms for linear programming". Mathematical Programming. Springer-Verlag. 57: 341–374.
  4. ↑ "Professor Donald Goldfarb Wins the John von Neumann Theory Prize". October 23, 2017.
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