The American Mathematical Society (AMS) and the Society for Industrial and Applied Mathematics (SIAM) announced that Arkadi Nemirovski, John Hunter Chair and professor at Georgia Tech’s H. Milton Stewart School of Industrial and Systems Engineering (ISyE), is a recipient of the 2019 Norbert Wiener Prize. The societies cited Nemirovski’s “fundamental contributions to high-dimensional optimization and his discovery of key phenomena in the theory of signal estimation and recovery.”
The Wiener Prize is awarded for an outstanding contribution to applied mathematics in the highest and broadest sense. The prize was established in 1967 in honor of Professor Norbert Wiener and was endowed by a fund from the Department of Mathematics of the Massachusetts Institute of Technology.
"On behalf of the College of Engineering, we would like to congratulate Arkadi on his 2019 Norbert Wiener Prize,” said Steve McLaughlin, dean of the College and Southern Company Chair. “We are delighted that his exceptional work has been acknowledged. This recognition by your peers, both nationally and internationally, is an important milestone.”
“Congratulations to Arkadi on winning the 2019 Norbert Wiener Prize in Applied Mathematics,” said ISyE School Chair Edwin Romeijn. “The fundamental contributions he has made to continuous optimization during his career have significantly shaped the field. Arkadi more than deserves this prestigious award.”
A powerful and original developer of the mathematics of high-dimensional optimization, Nemirovski, with D. Yudin, invented the ellipsoid method used by Leonid Khachiyan to show for the first time that linear programs can be solved in polynomial time. With Yurii Nesterov, he extended interior‐point methods in the style of Narendra Karmarkar to general nonlinear convex optimization. This foundational work established that a rich class of convex problems called “semidefinite programs” are solvable in polynomial time. Semidefinite programs are now routinely used to model concrete applied problems and to study deep problems in theoretical computational complexity. A third breakthrough, with Aharon Ben-Tal, was the invention of methods of robust optimization to address problems in which the solution may be very sensitive to problem data.
Nemirovski also, and rather amazingly, made seminal contributions in mathematical statistics, establishing the optimal rates at which certain classes of nonparametric signals can be recovered from noisy data and investigating limits of performance for estimation of nonlinear functionals from noisy measurement.
His contributions have become bedrock standards with tremendous theoretical and practical impact on the field of continuous optimization and beyond.
“I am deeply honored and grateful to receive the 2019 Norbert Wiener Prize in Applied Mathematics – a distinction I never dreamt of,” said Nemirovski. “As a student, I have been fortunate to be taught by brilliant mathematicians by the mechanical and mathematical faculty of Moscow University, where I was mentored by Georgi Shilov. During my professional life, I have had the honor and privilege to collaborate with outstanding colleagues, first and foremost, with Yuri Nesterov, Aharon Ben-Tal, and Anatoli Iouditski, to whom I am extremely grateful for their indispensable role in our joint research and for decades of friendship. I owe a lot to the excellent working conditions I enjoyed at the Central Economic Mathematical Institute in Moscow, at Technion – the Israel Institute of Technology – and at the Georgia Institute of Technology.
“I always thought that the key word in ‘applied mathematics’ is ‘mathematics.’ Even when all we need at the end of the day is a number, I believe that what matters most are rigorous results on how fast this number could be found and how accurate it is, which poses challenging and difficult mathematical problems.
“I am happy to observe how my research area – convex optimization – thrives due to the effort of new generations of researchers, and how the scope of its applications is rapidly extending,” Nemirovski added.
Since 2005, Nemirovski has been a professor at ISyE. He was elected to the U.S. National Academy of Engineering and the American Academy of Arts and Sciences, and is the recipient of the Fulkerson Prize of the Mathematical Programming Society (MPS) and AMS (joint with L. Khachiyan and D. Yudin), the Dantzig Prize of MPS and SIAM (joint with M. Grötschel), and the John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS) (joint with M. Todd). He shares the 2019 Norbert Wiener Prize with Marsha Berger.
Nemirovski earned a Ph.D. in mathematics (1974) from Moscow State University, a Doctor of Sciences in Mathematics (1990) from the Supreme Attestation Board at the USSR Council of Ministers, and a Doctor of Mathematics (Honoris Causa) from the University of Waterloo, Canada (2009).
H. Milton Stewart School of Industrial and Systems Engineering