David F. Shanno

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David Francis Shanno ( April 20, 1938 - July 14, 2019 ) was an American mathematician who was involved in mathematical optimization and operations research . He was a professor at Rutgers University (Rutgers Center for Operations Research, Rutcor).

Shanno studied mathematics at Yale University with a bachelor's degree in 1959 and at Carnegie-Mellon University with a master's degree in 1962 and a doctorate in 1967 (his dissertation is entitled Nonlinearly Constrained Nonlinear Estimation ). He was at the University of Chicago , the University of Toronto , the University of Arizona, and the University of California, Davis before becoming a professor at Rutgers University.

In 1970 he was one of the developers of the BFGS algorithm , a quasi-Newton method .

In 2005 he became an INFORMS fellow. In 1991 he received the EML Beale - WB Orchard-Hayes Prize for Excellence in Computational Mathematical Programming from the Mathematical Programming Society with IJ Lustig and RE Marsten. From 1980 to 1989 he was co-editor of Mathematical Programming and 1982 to 1990 of the Journal of Optimization Theory and Applications.

Web links

Individual evidence

  1. David Shanno informs.org, accessed on April 7, 2020
  2. ^ Mathematics Genealogy Project .
  3. Shanno Conditioning of quasi-Newton methods for function minimization , Math. Computation, Volume 24, 1970, pp. 647-656, Shanno, Paul Kettler Optimal conditioning of quasi-Newton methods , ibid. 657-664