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Yurii Nesterov
Yurii Nesterov is a Russian mathematician, an internationally recognized expert in convex optimization, especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the University of Louvain (UCLouvain). Biography In 1977, Yurii Nesterov graduated in applied mathematics at Moscow State University. From 1977 to 1992 he was a researcher at the Central Economic Mathematical Institute of the Russian Academy of Sciences. Since 1993, he has been working at UCLouvain, specifically in the Department of Mathematical Engineering from the Louvain School of Engineering, Center for Operations Research and Econometrics. In 2000, Nesterov received the Dantzig Prize. In 2009, Nesterov won the John von Neumann Theory Prize. In 2016, Nesterov received the EURO Gold Medal. Academic work Nesterov is most famous for his work in convex optimization, including his 2004 book, considered a canonical reference on the subject. His main novel c ...
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Mathematical Research Institute Oberwolfach
The Oberwolfach Research Institute for Mathematics (german: Mathematisches Forschungsinstitut Oberwolfach) is a center for mathematical research in Oberwolfach, Germany. It was founded by mathematician Wilhelm Süss in 1944. It organizes weekly workshops on diverse topics where mathematicians and scientists from all over the world come to do collaborative research. The Institute is a member of the Leibniz Association, funded mainly by the German Federal Ministry of Education and Research and by the state of Baden-Württemberg. It also receives substantial funding from the ''Friends of Oberwolfach'' foundation, from the ''Oberwolfach Foundation'' and from numerous donors. History The Oberwolfach Research Institute for Mathematics (MFO) was founded as the ''Reich Institute of Mathematics'' (German: ''Reichsinstitut für Mathematik'') on 1 September 1944. It was one of several research institutes founded by the Nazis in order to further the German war effort, which at that ...
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Mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History One of the earliest known mathematicians were Thales of Miletus (c. 624–c.546 BC); he has been hailed as the first true mathematician and the first known individual to whom a mathematical discovery has been attributed. He is credited with the first use of deductive reasoning applied to geometry, by deriving four corollaries to Thales' Theorem. The number of known mathematicians grew when Pythagoras of Samos (c. 582–c. 507 BC) established the Pythagorean School, whose doctrine it was that mathematics ruled the universe and whose motto was "All is number". It was the Pythagoreans who coined the term "mathematics", and with whom the study of mathematics for its own sake begins. The first woman mathematician recorded by history was Hypati ...
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Semidefinite Programming
Semidefinite programming (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function (a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron. Semidefinite programming is a relatively new field of optimization which is of growing interest for several reasons. Many practical problems in operations research and combinatorial optimization can be modeled or approximated as semidefinite programming problems. In automatic control theory, SDPs are used in the context of linear matrix inequalities. SDPs are in fact a special case of cone programming and can be efficiently solved by interior point methods. All linear programs and (convex) quadratic programs can be expressed as SDPs, and via hierarchies of SDPs the solutions of polynomial optimization problems can be approximated. Semidefinite programming has been use ...
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Interior Point Method
Interior-point methods (also referred to as barrier methods or IPMs) are a certain class of algorithms that solve linear and nonlinear convex optimization problems. An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967 and reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, which runs in provably polynomial time and is also very efficient in practice. It enabled solutions of linear programming problems that were beyond the capabilities of the simplex method. Contrary to the simplex method, it reaches a best solution by traversing the interior of the feasible region. The method can be generalized to convex programming based on a self-concordant barrier function used to encode the convex set. Any convex optimization problem can be transformed into minimizing (or maximizing) a linear function over a convex set by converting to the epigraph form. The idea of encodi ...
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Arkadi Nemirovski
Arkadi Nemirovski (born March 14, 1947) 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 a member of the U.S. National Academy of Engineering (NAE) in 2017 "for the development of efficient algorithms for large-scale convex optimization problems", and the U.S National Academy of Sciences (NAS) in 2020. Academic work Nemirovski first proposed mirror descent along with David Yudin in 1983. ...
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Gradient Descent
In mathematics, gradient descent (also often called steepest descent) is a first-order iterative optimization algorithm for finding a local minimum of a differentiable function. The idea is to take repeated steps in the opposite direction of the gradient (or approximate gradient) of the function at the current point, because this is the direction of steepest descent. Conversely, stepping in the direction of the gradient will lead to a local maximum of that function; the procedure is then known as gradient ascent. Gradient descent is generally attributed to Augustin-Louis Cauchy, who first suggested it in 1847. Jacques Hadamard independently proposed a similar method in 1907. Its convergence properties for non-linear optimization problems were first studied by Haskell Curry in 1944, with the method becoming increasingly well-studied and used in the following decades. Description Gradient descent is based on the observation that if the multi-variable function F(\mathbf) is def ...
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Center For Operations Research And Econometrics
The Center for Operations Research and Econometrics (CORE) is an interdisciplinary research institute of the University of Louvain (UCLouvain) located in Louvain-la-Neuve, Belgium. Since 2010, it is part of the Louvain Institute of Data Analysis and Modeling in economics and statistics (LIDAM), along with the Institute for Economic and Social Research (IRES), Louvain Finance (LFIN) and the Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA). CORE integrates fundamental and applied research in the following key fields: economics and game theory, econometrics, quantitative and economic geography, and operations research. Researchers at CORE aim at developing a theoretical and methodological base for the analysis of decision problems related to economic policy and the management of the public and private sector, the theory of optimisation and statistics for the solution of design and decision problems, and computational tools (algorithms and software). Histo ...
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Louvain School Of Engineering
The Louvain School of Engineering or ''École polytechnique de Louvain'' (EPL) is a faculty of the University of Louvain, Belgium, founded in 1864. Known as the Faculty of Applied Sciences (''Faculté des sciences appliquées'') prior to 2008, it currently operates on the campuses of Louvain-la-Neuve and UCLouvain Charleroi. Description The Louvain School of Engineering is one of the four components of the Science and Technology Sector (SST) of UCLouvain. The other three are the Faculty of Science (SC), the Faculty of Bioengineers (AGRO) and, since 2009, the Faculty of Architecture, Architectural Engineering and Urban Planning (LOCI). The EPL organizes studies in civil engineering and computer science. Studies in architectural civil engineering are organized jointly with the LOCI Faculty of Architecture, Architectural Engineering and Urban Planning. These are LOCI's only studies organised in Louvain-la-Neuve instead of its Brussels ( Saint-Gilles) and Tournai campuses. Togethe ...
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Russian Academy Of Sciences
The Russian Academy of Sciences (RAS; russian: Росси́йская акаде́мия нау́к (РАН) ''Rossíyskaya akadémiya naúk'') consists of the national academy of Russia; a network of scientific research institutes from across the Russian Federation; and additional scientific and social units such as libraries, publishing units, and hospitals. Peter the Great established the Academy (then the St. Petersburg Academy of Sciences) in 1724 with guidance from Gottfried Leibniz. From its establishment, the Academy benefitted from a slate of foreign scholars as professors; the Academy then gained its first clear set of goals from the 1747 Charter. The Academy functioned as a university and research center throughout the mid-18th century until the university was dissolved, leaving research as the main pillar of the institution. The rest of the 18th century continuing on through the 19th century consisted of many published academic works from Academy scholars and a few Ac ...
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Applied Mathematics
Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models. In the past, practical applications have motivated the development of mathematical theories, which then became the subject of study in pure mathematics where abstract concepts are studied for their own sake. The activity of applied mathematics is thus intimately connected with research in pure mathematics. History Historically, applied mathematics consisted principally of applied analysis, most notably differential equations; approximation theory (broadly construed, to include representations, asymptotic methods, variational ...
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Université Catholique De Louvain
The Université catholique de Louvain (also known as the Catholic University of Louvain, the English translation of its French name, and the University of Louvain, its official English name) is Belgium's largest French-speaking university. It is located in Louvain-la-Neuve, which was expressly built to house the university, and Brussels, Charleroi, Mons, Tournai and Namur. Since September 2018, the university has used the branding UCLouvain, replacing the acronym UCL, following a merger with Saint-Louis University, Brussels. The original University of Louvain (''Universitas Lovaniensis'') was founded at the centre of the historic town of Leuven (or ''Louvain'') in 1425, and abolished by the law in 1797 making it the first university in Belgium and the Low Countries. This university was the centre of Baianism, Jansenism and Febronianism in Europe. A new university, the State University of Louvain, was founded in 1817 and abolished by the law in 1835. A new catholic universit ...
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Professor
Professor (commonly abbreviated as Prof.) is an Academy, academic rank at university, universities and other post-secondary education and research institutions in most countries. Literally, ''professor'' derives from Latin as a "person who professes". Professors are usually experts in their field and teachers of the highest rank. In most systems of List of academic ranks, academic ranks, "professor" as an unqualified title refers only to the most senior academic position, sometimes informally known as "full professor". In some countries and institutions, the word "professor" is also used in titles of lower ranks such as associate professor and assistant professor; this is particularly the case in the United States, where the unqualified word is also used colloquially to refer to associate and assistant professors as well. This usage would be considered incorrect among other academic communities. However, the otherwise unqualified title "Professor" designated with a capital let ...
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