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Arkadi Nemirovski Joins ISyE Faculty

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Professor
Nemirovski
has made fundamental contributions in continuous optimization
in the last thirty years that have significantly shaped the field. He developed
(with D. Yudin) the theory of information-based complexity for convex optimization
underlying the majority of modern results on efficient solvability of well-structured
convex problems, which is described in their book "Problem complexity
and method efficiency in optimization" (1983). This work led to the development
of the ellipsoid algorithm (with Yudin) and the polynomial-time solvability
of linear programming (by L. Khachiyan), and Nemirovski was the co-recipient
(together with Yudin and Khachiyan) of the Fulkerson Prize from the Mathematical
Programming Society and the American Mathematical Society in 1982. In the 1980s
and 1990s Nemirovski did ground-breaking work in the theory and algorithmic
implementation of interior-point polynomial-time methods for convex optimization.
He developed (with Y. Nesterov) a general theory of polynomial-time interior-point
methods that is described in their book "Interior-point polynomial algorithms
in convex programming" (1994). In recognition of his contributions to
convex optimization, Nemirovski was awarded the Dantzig Prize from the Mathematical
Programming Society and the Society for Industrial and Applied Mathematics
in 1991. He introduced and developed (with A. Ben-Tal) the theory of robust
optimization as a way of dealing with data perturbations in convex optimization.
This, along with applications of convex optimization to quadratically constrained,
semidefinite, and geometric optimization problems, is described in their book "Lectures
on modern convex optimization: analysis, algorithms; engineering applications" (2001).
In recognition of his seminal and profound contributions to continuous optimization,
Nemirovski was awarded the 2003 John von Neumann Theory Prize by the Institute
for Operations Research and the Management Sciences (along with Michael Todd).
He continues to make significant contributions in almost all aspects of continuous
optimization: complexity, numerical methods, stochastic optimization, and non-parametric
statistics.

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 is the only individual
to have won all three of these prestigious prizes (Fulkerson, Dantzig, and
von Neumann).

Status

  • Workflow Status:Published
  • Created By:Barbara Christopher
  • Created:03/01/2005
  • Modified By:Fletcher Moore
  • Modified:10/07/2016

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