Yurii Nesterov - Wikipedia, the free encyclopedia

Yurii Nesterov
2005 in Oberwolfach
Alma materMoscow State University
Occupationmathematician

Yurii Nesterov
From Wikipedia, the free encyclopedia
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).

Contents
1Biography
2Academic work
3References
4External links

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
1. "The George B. Dantzig Prize". 2000. Retrieved December 12, 2014.
2. "Yurii Nesterov". 2009. Retrieved June 4, 2014.
3. Nesterov, Yurii. Introductory lectures on convex optimization : A basic course (PDF).
ISBN 978-1402075537.
4. Bubeck, Sebastien (April 1, 2013). "ORF523: Nesterov’s Accelerated Gradient Descent".
Retrieved June 4, 2014.
5. Bubeck, Sebastien (March 6, 2014). "Nesterov's Accelerated Gradient Descent for Smooth and
Strongly Convex Optimization". Retrieved June 4, 2014.
6. "The Zen of Gradient Descent".
7. Nesterov, Yurii; Arkadii, Nemirovskii (1995). Interior-Point Polynomial Algorithms in
Convex Programming. Society for Industrial and Applied Mathematics. ISBN 0898715156.
8. Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge
University Press. ISBN 978-0-521-83378-3. Retrieved October 15, 2011.

External links

Official website (https://www.uclouvain.be/32349.html)
This article contains text translated from French Wikipedia

Retrieved from "https://en.wikipedia.org/w/index.php?
title=Yurii_Nesterov&oldid=712596518"

Categories: Living peopleBelgian mathematicians
Université catholique de Louvain faculty1956 birthsSoviet mathematicians

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