Yurii Nesterov is a Russian

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 On ...

, an internationally recognized expert in

convex optimization Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization probl ...

, especially in the development of efficient

algorithms In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing c ...

and

numerical optimization Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...

analysis. He is currently a

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 pr ...

at the

University of Louvain A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the ...

(UCLouvain).

Biography

In 1977, Yurii Nesterov graduated in

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 s ...

Moscow State University M. V. Lomonosov Moscow State University (MSU; russian: Московский государственный университет имени М. В. Ломоносова) is a public research university in Moscow, Russia and the most prestigious ...

. From 1977 to 1992 he was a researcher at the

Central Economic Mathematical Institute The Central Economic Mathematical Institute (russian: Центральный экономико-математический институт (ЦЭМИ)) of the Russian Academy of Sciences is an economic research institute located in Moscow. It fo ...

of the

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 t ...

. Since 1993, he has been working at UCLouvain, specifically in the Department of Mathematical Engineering from the

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 c ...

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 ...

. In 2000, Nesterov received the

Dantzig Prize The Dantzig Prize is given every 3 years to one or more individuals for research which, by virtue of its originality, breadth, and depth, has a major impact on the field of mathematical programming. It is named in honor of George B. Dantzig and is ...

. In 2009, Nesterov won the

John von Neumann Theory Prize The John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS) is awarded annually to an individual (or sometimes a group) who has made fundamental and sustained contributions to theory in operati ...

. In 2016, Nesterov received the

EURO Gold Medal The EURO Gold medal of the Association of European Operational Research Societies (EURO) is the highest distinction within Operations Research (OR) in Europe. The prize was first awarded to Hans-Jürgen Zimmermann in 1985. The medal is awarded a ...

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 contribution is an accelerated version of

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 ...

that converges considerably faster than ordinary gradient descent (commonly referred as Nesterov momentum, Nesterov Acceleration or Nesterov accelerated gradient, in short — NAG). This method, sometimes called "FISTA", was further developed by Beck & Teboulle in their 2009 paper "A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems" His work with

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 ...

in the 1994 book is the first to point out that the

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 1 ...

can solve

problems, and the first to make a systematic study of

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 ...

(SDP). Also in this book, they introduced the

self-concordant function In optimization, a self-concordant function is a function f:\mathbb \rightarrow \mathbb for which : , f(x), \leq 2 f''(x)^ or, equivalently, a function f:\mathbb \rightarrow \mathbb that, wherever f''(x) > 0, satisfies : \left, \frac \frac ...

s which are useful in the analysis of

Newton's method In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valu ...

References

External links

* {{DEFAULTSORT:Nesterov, Yurii Living people Belgian mathematicians Academic staff of the Université catholique de Louvain 1956 births Soviet mathematicians John von Neumann Theory Prize winners Moscow State University alumni