Yuri Evgenyevich Nesterov
Yuri Evgenjewitsch Nesterow (born January 25, 1956 , Russian Юрий Евгеньевич Нестеров , English transcription Yurii Nesterov) is a Russian mathematician who deals with mathematical optimization and numerical mathematics. He is a professor at the Catholic University of Leuven .
Nesterow received his doctorate in 1984 at the Institute for Control Theory under Boris Polyak.
In 1994 he developed interior point methods for convex optimization with Arkadi Nemirowski .
In 2000 he received the George B. Dantzig Prize (for contributions to convex optimization) and in 2009 the John von Neumann Theory Prize . In the laudation for the von Neumann Prize, he is described as the world's leading scientist for the efficiency of algorithms in continuous optimization . Furthermore, his book with Nemirowski from 1994 was highlighted, in which it was possible to unify sentences about the global complexity of convex optimization using the theory of self-concordant functions (both in linear and quadratic and semidefinite programming). His work with Michael J. Todd, in which the theory of self-scaled cones was developed, which in turn unified the theory of primal-dual algorithms for the same problem class , was also of great importance . In 2016 Nesterow was awarded the EURO Gold Medal by the European Association for Operations Research Societies.
Fonts
- Introductory lectures on convex optimization: a basic course , Kluwer 2004
- With Arkadi Nemirowski: Interior point polynomial algorithms in convex programming , SIAM 1994
- Smooth minimization of non-smooth functions , Mathematical Programming, Volume 103, 2005, 127-152
- With Michael Jeremy Todd : Self-scaled barriers and interior-point methods for convex programming , Mathematics of Operations Research, Volume 22, 1997, 1-42
- With Michael Jeremy Todd: Primal-dual interior-point methods for self-scaled cones , SIAM J. Optimization, Volume 8, 1998, 324-364
- Semidefinite relaxation and nonconvex quadratic optimization, Optimization Methods and Software , Volume 9, 1998, 141-160
Web links
Individual evidence
- ^ Juri Evgenjewitsch Nesterow in the Mathematics Genealogy Project (English)
- ^ Von Neumann Prize 2009 ( Memento from February 22, 2014 in the Internet Archive )
- ↑ EURO Gold Medal Laureates. European Association for Operations Research Societies, accessed June 24, 2018 .
| personal data | |
|---|---|
| SURNAME | Nesterow, Yuri Evgenyevich |
| ALTERNATIVE NAMES | Нестеров, Юрий Евгеньевич (Russian) |
| BRIEF DESCRIPTION | Russian mathematician |
| DATE OF BIRTH | January 25, 1956 |