Arkadi Nemirovski
| Arkadi Nemirovski | |
|---|---|
| Born |
March 14, 1947 Moscow, Russia |
| Institutions |
Georgia Institute of Technology Technion – Israel Institute of Technology |
| Alma mater |
Moscow State University (M.Sc 1970 & Ph.D 1973) Kiev Institute of Cybernetics |
| Known for |
Ellipsoid method Robust optimization Interior point method |
| Notable awards |
Fulkerson Prize (1982) Dantzig Prize (1991)[1] John von Neumann Theory Prize (2003)[2] |
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]
Academic work
His work with Yurii Nesterov in the 1994 book[6] 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. [7]
Books
- Lectures on Modern Convex Optimization, (co-authored with A. Ben-Tal) ISBN 978-0-89871-491-3.
- Robust Optimization, (co-authored with A. Ben-Tal and L. El Ghaoui) ISBN 978-0-691-14368-2.
- Interior-Point Polynomial Algorithms in Convex Programming (co-authored with Yurii Nesterov) ISBN 978-0898715156.
References
- ↑ "The George B. Dantzig Prize". 1991. Retrieved December 12, 2014.
- ↑ "Arkadi Nemirovski 2003 John von Neumann Theory Prize: Winner(s)". 2003. Retrieved December 10, 2014.
- ↑ "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"
- ↑ 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.
External links
- Arkadi Nemirovski, Ph.D. – ISyE
- Arkadi Nemirovski's website
- Arkadi Nemirovski – Technion
- https://www.informs.org/Recognize-Excellence/INFORMS-Prizes-Awards/John-von-Neumann-Theory-Prize