Arkadi Nemirovski

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.[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]

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

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.[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] and the U.S National Academy of Sciences (NAS) in 2020.[7]

Academic work

His work with Yurii Nesterov in their 1994 book[8] 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.[9]

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.[10]
  • 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. Archived from the original on November 10, 2014. 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"
  8. Nesterov, Yurii; Arkadii, Nemirovskii (1995). Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics. ISBN 0898715156.
  9. Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 15, 2011.
  10. 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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