Renato Monteiro, professor in the H. Milton Stewart School of Industrial and Systems (ISyE), has been awarded the 2020 INFORMS Computing Society (ICS) Prize. His former student, Sam Burer (Ph.D. 01), professor of business analytics at the University of Iowa’s Tippie College of Business, was a co-recipient.
This is Monteiro’s second time receiving the award, making him one of the few researchers to win it more than once. He initially received the ICS Prize in 2001 with co-recipient Yin Zhang, professor in the Department of Computational and Applied Mathematics at Rice University.
The ICS Prize is given annually for the best English language paper or group of related papers dealing with the operations research/computer science interface. It is one of the most prestigious honors given by ICS.
In announcing the 2020 award, ICS referenced Monteiro and Burer’s “pioneering work on low-rank semidefinite programming.” The group particularly noted the following papers: “A Nonlinear Programming Algorithm for Solving Semidefinite Programs via Low-Rank Factorization,” Mathematical Programming Series B 95: 329–57 (2003); and “Local Minima and Convergence in Low-Rank Semidefinite Programming,” Mathematical Programming Series A 103, 427–44 (2005). The former paper has been cited 716 times.
“The interface between OR and CS is primarily computational optimization,” said ISyE A. Russell Chandler III Chair and Professor Pascal Van Hentenryck. “Renato and Sam’s contributions are exactly of that nature: They are methodological advances for speeding up an important convex optimization technique. What is unusual here is the fact that these results were obtained almost two decades ago and have seen a new life in recent years. Indeed, semi-definite programming has attracted significant attention in a number of fields, ranging from energy and control systems to machine learning and data science, where scalability issues have been critical.”
Monteiro's research interests lie in the area of continuous optimization and complexity of algorithms. More specifically, he is interested in the theory, complexity analysis, and implementation of algorithms for solving large scale linear programming (LP); convex quadratic programming (CQP); semidefinite programming (SDP); complementarity problems; convex programming; saddle-point problems; variational inequalities; and general nonlinear programming.
His research contributions are both theoretical and computational in nature. The theoretical contributions consist of studying the properties of the problems under consideration that are helpful in the design of provably good algorithms for their solution. The computational contributions consist of developing the right computational techniques to efficiently and reliably solve these problems, and extracting information to enhance practical use of the obtained solution.
This balanced research focus has led to major contributions in the field of continuous optimization, most notably in the area of interior point algorithms and low-rank methods for solving large scale linear and semidefinite programs. It has also led to many important contributions in the development of first and second projection-type methods for solving convex, as well as some well-structured nonconvex, optimization problems.
His research has been supported by the National Science Foundation and the Office of Naval Research. He joined the list of ISI Highly Cited Researchers in 2004. Monteiro is heavily involved with Georgia Tech’s interdisciplinary Ph.D. program in Algorithms, Combinatorics, and Optimization and has served in several editorial boards such as Operations Research, INFORMS Journal on Computing, Mathematics Methods of Operations Research, and Mathematics of Operations Research. He has also served as vice-chair and chair of the INFORMS Optimization Section.
Other ISyE faculty members who have received the ICS Prize include A. Russell Chandler III Chair and Institute Professor George Nemhauser, former Professor Shabbir Ahmed, and Juan Pablo Vielma (Ph.D. 09) in 2017; Butler Family Chair and Professor Nick Sahinidis in 2004; and A. Russell Chandler III Chair and Professor Pascal Van Hentenryck in 2002.
H. Milton Stewart School of Industrial and Systems Engineering