Yurii Nesterov
| Yurii Nesterov | |
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| File:Nesterov yurii.jpg
2005 in Oberwolfach
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| Alma mater | Moscow State University |
| Occupation | mathematician |
Yurii Nesterov is a Russian mathematician, internationally recognized expert in convex optimization especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the Université catholique de Louvain (UCL).
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 UCL, specifically in the Department of Mathematical Engineering from the Polytechnic School of Louvain, Center for Operations Research and Econometrics.
In 2000, Nesterov received the Dantzig Prize.[1]
In 2009, Nesterov won the John von Neumann Theory Prize.[2]
Academic work
Nesterov is most famous for his work in convex optimization, including his 2004 book, considered a canonical reference on the subject.[3] His main novel contribution is an accelerated version of gradient descent that converges considerably faster than ordinary gradient descent.[4][5][6]
His work with Arkadi Nemirovski in the 1994 book[7] 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. [8]
References
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External links
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This article contains text translated from French Wikipedia
