Arkadi Nemirovski


Arkadi Nemirovski is a professor at the H. Milton Stewart School of Industrial and Systems Engineering at the 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

Nemirovski earned a Ph.D. in Mathematics in 1974 from Moscow State University and a Doctor of Sciences in Mathematics degree in 1990 from the Institute of Cybernetics of the Ukrainian Academy of Sciences in Kiev. He has won three prestigious prizes: the Fulkerson Prize, the George B. Dantzig Prize, and the John von Neumann Theory Prize.
He was elected to the U.S. National Academy of Engineering in 2017 "for the development of efficient algorithms for large-scale convex optimization problems", and the U.S National Academy of Sciences in 2020.

Academic work

His work with Yurii Nesterov in their 1994 book is the first to point out that the interior point method can solve convex optimization problems, and the first to make a systematic study of semidefinite programming. Also in this book, they introduced the self-concordant functions which are useful in the analysis of Newton's method.

Books