Donald gold color

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Donald Goldfarb (born August 14, 1941 in New York City ) is an American mathematician who deals with mathematical optimization and numerical analysis.

Goldfarb studied chemical engineering at Cornell University with a bachelor's degree in 1963 and at Princeton University with a master's degree in 1965 and a doctorate in 1966. He was then at the Courant Institute and from 1971 assistant professor and later professor of computer science at City College of New York . In 1982 he became Professor of Industrial Engineering and Operations Research at Columbia University .

He is one of the developers of the BFGS process (Broyden-Fletcher-Goldfarb-Shanno), a quasi-Newton process . In 1992 he developed the steepest edge simplex process with JJ Forrest .

He was several times at the Thomas J. Watson Research Center and 1974/75 at the British nuclear research center AERE Harwell . From 1989 he was editor of the Journal of Optimization and co-editor of Mathematics of Computation .

In 2017 Goldfarb received the John von Neumann Theory Prize from the Institute for Operations Research and the Management Sciences .

Web links

Individual evidence

  1. Life data according to American Men and Women of Science , Thomson Gale 2004
  2. Goldfarb A family of variable metric methods derived by variational means , Math. Computation, Volume 24, 1970, 23-26
  3. Forrest, Goldfarb Steepest edge simplex algorithms for linear programming , Mathematical Programming, Volume 57, 1992, pp 341-374