Arkadi Nemirovski
Arkadi Nemirovski | |
---|---|
Born | (1947-03-14) March 14, 1947 (age 77) 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] Norbert Wiener Prize (2019)[3] The WLA Prize in Computer Science or Mathematics (2023)[4] |
Scientific career | |
Institutions | Georgia Institute of Technology Technion – Israel Institute of Technology |
Arkadi Nemirovski (born March 14, 1947) is a professor at the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology.[5] 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.[6]
Biography
Nemirovski earned a Ph.D. in Mathematics in 1974 from Moscow State University and a Doctor of Sciences in Mathematics degree in 1990 from the Institute of Cybernetics of the Ukrainian Academy of Sciences in Kiev. He has won three prestigious prizes: the Fulkerson Prize, the George B. Dantzig Prize, and the John von Neumann Theory Prize.[7] He was elected a member of the U.S. National Academy of Engineering (NAE) in 2017 "for the development of efficient algorithms for large-scale convex optimization problems",[8] and the U.S National Academy of Sciences (NAS) in 2020.[9] In 2023, Nemirovski and Yurii Nesterov were jointly awarded the 2023 WLA Prize in Computer Science or Mathematics "for their seminal work in convex optimization theory, including the theory of self-concordant functions and interior-point methods, a complexity theory of optimization, accelerated gradient methods, and methodological advances in robust optimization."[10]
Academic work
Nemirovski first proposed mirror descent along with David Yudin in 1983.[11]
His work with Yurii Nesterov in their 1994 book[12] is the first to point out that the 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.[13]
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 Aharon Ben-Tal: Lectures on Modern Convex Optimization. Society for Industrial and Applied Mathematics. 2001. ISBN 978-0-89871-491-3.[14]
- co-authored with A. Ben-Tal and L. El Ghaoui: Robust Optimization. Princeton University Press. 2009. ISBN 978-0-691-14368-2.
References
- ^ "The George B. Dantzig Prize". 1991. Retrieved December 12, 2014.
- ^ "Arkadi Nemirovski 2003 John von Neumann Theory Prize: Winner(s)". 2003. Archived from the original on November 10, 2014. Retrieved December 10, 2014.
- ^ "Marsha Berger and Arkadi Nemirovski Will Each Receive the 2019 Wiener Prize". 2019. Retrieved March 30, 2022.
- ^ "2023 WLA Prize Laureates". 2023. Retrieved September 14, 2023.
- ^ "Brief CV of Arkadi Nemirovski". 2009. Retrieved December 12, 2014.
- ^ "Arkadi Nemirovski awarded an Honorary DMath Degree". 2009. Retrieved December 12, 2014.
- ^ ""Arkadi Nemirovski, Ph.D. – ISyE"". Archived from the original on 2015-03-03. Retrieved 2011-10-10.
- ^ "Professor Arkadi S. Nemirovski".
- ^ "2020 NAS Election".
- ^ "Laureates of the 2023 WLA Prize Announced - News - WLA Prize". www.thewlaprize.org. Retrieved 2023-11-29.
- ^ Arkadi Nemirovsky and David Yudin. Problem Complexity and Method Efficiency in Optimization. John Wiley & Sons, 1983
- ^ Nesterov, Yurii; Arkadii, Nemirovskii (1995). Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics. ISBN 0898715156.
- ^ Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (PDF). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 15, 2011.
- ^ 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.
External links
- Arkadi Nemirovski, Ph.D. – ISyE Archived 2015-03-03 at the Wayback Machine
- Arkadi Nemirovski's website Archived 2022-12-09 at the Wayback Machine
- Arkadi Nemirovski – Technion
- https://web.archive.org/web/20160513155431/https://www.informs.org/Recognize-Excellence/INFORMS-Prizes-Awards/John-von-Neumann-Theory-Prize
- v
- t
- e
- George Dantzig (1975)
- Richard Bellman (1976)
- Felix Pollaczek (1977)
- John F. Nash / Carlton E. Lemke (1978)
- David Blackwell (1979)
- David Gale / Harold W. Kuhn / Albert W. Tucker (1980)
- Lloyd Shapley (1981)
- Abraham Charnes / William W. Cooper / Richard J. Duffin (1982)
- Herbert Scarf (1983)
- Ralph Gomory (1984)
- Jack Edmonds (1985)
- Kenneth Arrow (1986)
- Samuel Karlin (1987)
- Herbert A. Simon (1988)
- Harry Markowitz (1989)
- Richard Karp (1990)
- Richard E. Barlow / Frank Proschan (1991)
- Alan J. Hoffman / Philip Wolfe (1992)
- Robert Herman (1993)
- Lajos Takacs (1994)
- Egon Balas (1995)
- Peter C. Fishburn (1996)
- Peter Whittle (1997)
- Fred W. Glover (1998)
- R. Tyrrell Rockafellar (1999)
- Ellis L. Johnson / Manfred W. Padberg (2000)
- Ward Whitt (2001)
- Donald L. Iglehart / Cyrus Derman (2002)
- Arkadi Nemirovski / Michael J. Todd (2003)
- J. Michael Harrison (2004)
- Robert Aumann (2005)
- Martin Grötschel / László Lovász / Alexander Schrijver (2006)
- Arthur F. Veinott, Jr. (2007)
- Frank Kelly (2008)
- Yurii Nesterov / Yinyu Ye (2009)
- Søren Asmussen / Peter W. Glynn (2010)
- Gérard Cornuéjols (2011)
- George Nemhauser / Laurence Wolsey (2012)
- Michel Balinski (2013)
- Nimrod Megiddo (2014)
- Vašek Chvátal / Jean Bernard Lasserre (2015)
- Martin I. Reiman / Ruth J. Williams (2016)
- Donald Goldfarb / Jorge Nocedal (2017)
- Dimitri Bertsekas / John Tsitsiklis (2018)
- Dimitris Bertsimas / Jong-Shi Pang (2019)
- Adrian Lewis (2020)
- Alexander Shapiro (2021)
- Vijay Vazirani (2022)
- Christos Papadimitriou / Mihalis Yannakakis (2023)