Introduction
Arkadi Nemirovski (born March 14, 1947) is a professor in the H. Milton Stewart School of Industrial and Systems Engineering at Georgia Institute of Technology. He has been a leader in continuous optimization and is best known for his work on the ellipsoid method, modern interior-point methods and robust optimization.
Biography
Arkadi Nemirovski earned the Ph.D. in Mathematics (1974) from Moscow State University and the Doctor of Sciences in Mathematics (1990) from the Institute of Cybernetics of the Ukrainian Academy of Sciences, Kiev. He has won three prestigious prizes: Fulkerson, Dantzig, and von Neumann (2003).
Academic work
His work with Yurii Nesterov in the 1994 book is the first to point out that interior point method can solve convex optimization 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.
Books
- Lectures on Modern Convex Optimization, (co-authored with A. Ben-Tal) ISBN 978-0-89871-491-3.
- Robust Optimization, (co-authored with A. Ben-Tal and L. El Ghaoui) ISBN 978-0-691-14368-2.
- Interior-Point Polynomial Algorithms in Convex Programming (co-authored with Yurii Nesterov) ISBN 978-0898715156.