Yurii Nesterov, the world’s leading authority on the efficiency of algorithms for continuous optimization, is a visiting professor this spring at the Stewart School of Industrial and Systems Engineering (ISyE) at Georgia Tech. On sabbatical from the Center for Operations Research and Economics (CORE) at the Catholic University of Louvain in Belguim,  Professor Nesterov is on campus for four months to work with Arkadi Nemirovski, Hunter Chair in ISyE.

Professors Nesterov and Nemirovski have a long history of collaboration. For the past twenty-five years they have joined forces to work on various projects, such as the book they co-authored, Interior-Point Polynomial Algorithms for Convex Programming, which develops the theory of self-concordant functions to unify global complexity results obtained for convex optimization problems including linear, second-order cone and semi-definite programming.  To many scholars this book is considered the most important contribution to optimization theory and applications in the last twenty years.

Professor Nesterov is the recipient of several awards and honors. Among those are the George B. Dantzig Prize and the John Von Neuman Prize, awarded also to Ellis Johnson, Coca-Cola Chaired professor in ISyE, and Professor Nemirovski. The Dantzig Prize, awarded jointly by the Mathematical Programming Society and the Society for Industrial and Applied Mathematics, is awarded for original research, which by its originality, breadth and scope, is having a major impact on the field of mathematical programming.  The John von Neuman Prize is awarded annually to a scholar (or scholars in the case of joint work) who has made fundamental, sustained contributions to theory in operations research and the management sciences.

Additionally, Professor Nesterov, along with Professor Shapiro, has been invited to speak at the upcoming prestigious International Congress of Mathematicians (ICM) to be held in Hyderabad, India, August 19-27, 2010. Convening once every four years, the ICM is the largest meeting of mathematicians from around the world. Professors Shapiro and Nesterov join ISyE professors Nemirovski, William Cook, Chandler Family Chair, as well as courtesy appointed Professor Robin Thomas from the School of Mathematics , as among the few to receive this exceptionally prestigious honor.

According to R. Gary Parker, ISyE professor and associate chair for Graduate Studies, very few invited talks are awarded at the ICM, and it is very rare for faculty in such departments as “industrial engineering” or even “operations research” to receive such an honor. “Remarkably,” states Parker, ISyE “has three sitting faculty who have been so honored and four counting courtesy appointed Professor Robin Thomas.”

In addition to the textbook he co-authored with Professor Nemirovski, Professor Nesterov co-authored a subsequent paper, which introduced the theory of self-scaled cones to unify the theory of primal-dual algorithms for these same problem classes. Nesterov is also the author of the monograph Introductory Lectures on Convex Optimization, which develops state-of-the-art theory at a level appropriate for introductory graduate courses. In recent work he has obtained improved results on the global convergence of a regularized Newton’s method for unconstrained optimization and established a theory of smoothing that allows for the applicability of optimal first-order methods to large-scale problems with nondifferentiable objectives.

Professor Nesterov will be visiting Georgia Tech through April 2010.