Arkadi Nemirovski

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Arkadi S. Nemirovski (born March 14, 1947 in Moscow ) is an Israeli-American mathematician from Russia who deals with optimization.

Nemirovski studied at Lomonossow University , where he graduated in 1970 and received his doctorate in 1973 (candidate title), each with work from functional analysis. Then he was at various research institutes in Moscow. In 1990 he received his doctorate from the Institute of Cybernetics of the Ukrainian Academy of Sciences in Kiev. In 1993 he emigrated to Israel, where he was at the Technion in Haifa from 1993 and was a full professor there in 1999 (in the Faculty for Industrial Engineering and Management). Since 2005 he has been (on leave from Technion) John Hunter Professor at the Georgia Institute of Technology . He was visiting professor at the TU Delft , the Stieltjes Institute in the Netherlands (where he gave the Stieltjes lecture in 2001), the Massachusetts Institute of Technology and the University of Waterloo (whose honorary doctorate he received in 2009).

Nemirovski with optimization theory and especially the development of efficient algorithms in nonlinear convex optimization and their evaluation in complexity theory . Together with David Judin (DB Yudin) in 1976 he developed the ellipsoid method in convex optimization, as did Naum Schor at the same time . It forms the basis for the polynomial-temporal solution of problems of linear optimization by Leonid Khachiyan 1979. He also developed the general theory of polynomial-temporal inner-point methods of convex optimization with Juri Nesterow and is concerned with their implementation in algorithms.

In addition, he also deals with statistics (non-parametric statistics, for example robust methods for reconstructing noisy images with applications in tomography) and stochastic optimization.

In 1982 he received the Fulkerson Prize with DB Judin and Khachiyan and in 1991 the George B. Dantzig Prize of the Mathematical Programming Society and SIAM with Martin Grötschel . In 1998 he received the Technion Taub Prize and in 2003 was one of the recipients of the J. Levi Prize from the Israel Society for Operations Research. In 2003 he and Michael Todd received the John von Neumann Theory Prize from INFORMS (especially for the investigation of general internal point methods in polynomial time and the discovery and development of robust optimization). In 2006 he gave a plenary lecture at the International Congress of Mathematicians (ICM) in Madrid (Advances in convex optimization: conic programming). In 2017 he was elected to the National Academy of Engineering , 2018 to the American Academy of Arts and Sciences , and 2020 to the National Academy of Sciences . For 2019 he was awarded the Norbert Wiener Prize for Applied Mathematics.

Fonts

  • with Aharon Ben-Tal, Laurent El Ghaoui: Robust Optimization. Princeton University Press, 2009.
  • with Ben-Tal: Lectures on modern convex optimization. Analysis, algorithms and engineering applications. SIAM / Mathematical Programming Society, 2001.

Web links

Individual evidence

  1. ^ For his work with Judin (Yudin) Informational complexity and effective methods of solution for convex extremal problems , Ekonomika i Matematicheskie Metody, Vol. 12, 1976, pp. 357-369 on the ellipsoid method
personal data
SURNAME Nemirovski, Arkadi
ALTERNATIVE NAMES Nemirovski, Arkadi S.
BRIEF DESCRIPTION Israeli-American mathematician
DATE OF BIRTH March 14, 1947
PLACE OF BIRTH Moscow