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 The Georgia Institute of Technology, commonly referred to as Georgia Tech or, in the state of Georgia, as Tech or The Institute, is a public research university and institute of technology in Atlanta, Georgia. Established in 1885, it is part ...

. He has been a leader in

continuous optimization Continuous optimization is a branch of optimization in applied mathematics. As opposed to discrete optimization, the variables used in the objective function are required to be continuous variables—that is, to be chosen from a set of re ...

and is best known for his work on the

ellipsoid method In mathematical optimization, the ellipsoid method is an iterative method for minimizing convex functions. When specialized to solving feasible linear optimization problems with rational data, the ellipsoid method is an algorithm which finds ...

, modern interior-point methods and

robust optimization Robust optimization is a field of mathematical optimization theory that deals with optimization problems in which a certain measure of robustness is sought against uncertainty that can be represented as deterministic variability in the value of the ...

Biography

Nemirovski earned a Ph.D. in Mathematics in 1974 from

Moscow State University M. V. Lomonosov Moscow State University (MSU; russian: Московский государственный университет имени М. В. Ломоносова) is a public research university in Moscow, Russia and the most prestigious ...

and a Doctor of Sciences in Mathematics degree in 1990 from the Institute of Cybernetics of the

Ukrainian Academy of Sciences The National Academy of Sciences of Ukraine (NASU; uk, Національна академія наук України, ''Natsional’na akademiya nauk Ukrayiny'', abbr: NAN Ukraine) is a self-governing state-funded organization in Ukraine th ...

Kiev Kyiv, also spelled Kiev, is the capital and most populous city of Ukraine. It is in north-central Ukraine along the Dnieper River. As of 1 January 2021, its population was 2,962,180, making Kyiv the seventh-most populous city in Europe. Ky ...

. He has won three prestigious prizes: the Fulkerson Prize, the George B. Dantzig Prize, and the John von Neumann Theory Prize."Arkadi Nemirovski, Ph.D. – ISyE"
/ref> He was elected a member of the U.S.

National Academy of Engineering The National Academy of Engineering (NAE) is an American nonprofit, non-governmental organization. The National Academy of Engineering is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of ...

(NAE) in 2017 "for the development of efficient algorithms for large-scale convex optimization problems", and the U.S

National Academy of Sciences The National Academy of Sciences (NAS) is a United States nonprofit, non-governmental organization. NAS is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of Engineering (NAE) and the Nat ...

(NAS) in 2020.

Academic work

Nemirovski first proposed

mirror descent In mathematics, mirror descent is an iterative optimization algorithm for finding a local minimum of a differentiable function. It generalizes algorithms such as gradient descent and multiplicative weights. History Mirror descent was origin ...

along with David Yudin in 1983. His work with

Yurii Nesterov Yurii Nesterov is a Russian mathematician, an internationally recognized expert in convex optimization, especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the University of Lo ...

in their 1994 book is the first to point out that the

interior point method Interior-point methods (also referred to as barrier methods or IPMs) are a certain class of algorithms that solve linear and nonlinear convex optimization problems. An interior point method was discovered by Soviet mathematician I. I. Dikin in 1 ...

can solve

convex optimization Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization pr ...

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 In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real- ...

Books

* co-authored with Yurii Nesterov: * co-authored with Aharon Ben-Tal: * co-authored with A. Ben-Tal and L. El Ghaoui:

References

External links

Arkadi Nemirovski, Ph.D. – ISyE

Arkadi Nemirovski's website

* https://web.archive.org/web/20160513155431/https://www.informs.org/Recognize-Excellence/INFORMS-Prizes-Awards/John-von-Neumann-Theory-Prize {{DEFAULTSORT:Nemirovski, Arkadi 1947 births Living people 20th-century American mathematicians 21st-century American mathematicians Russian mathematicians Jewish American scientists Israeli mathematicians Ukrainian mathematicians John von Neumann Theory Prize winners Georgia Tech faculty Members of the United States National Academy of Sciences 21st-century American Jews