Yurii E. Nesterov
Universite Catholique de Louvain
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Primary Section: 32, Applied Mathematical Sciences Membership Type:
International Member
(elected 2022)
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Biosketch
Yurii Nesterov is an applied mathematician recognized for his work on development of efficient numerical methods for optimization problems. His main results are related to comprehensive complexity analysis of the optimization schemes and development of optimal methods for Convex Optimization. Nesterov was born in Moscow (USSR). He graduated from Moscow State University with a degree in Computational mathematics with PhD degree from Moscow Institute of Problems in Control. He joined Central Economical and Mathematical Institute of Soviet Academy of Sciences in 1977. Since 1993, he works in Center of Operations Research and Econometrics in Catholic University of Louvain (Belgium). He is a recipient of several prestigious scientific awards (Dantzig Prize 2000, von Neumann Theory Prize 2009, Euro Gold Medal 2016) and is a member of both the National academy of Sciences and the Academia Europaea.
Research Interests
Yurii Nesterov is widely known as an inventor of the Fast Gradient Method (1983) and developer of Lexicographic Differentiation (1985), a complete differential calculus for computing differential characteristics of non-differentiable functions. He is one of creators of the modern theory of polynomial-time interior-point methods for structural convex optimization problems (1994). His subsequent achievements are related to development of Smoothing Technique (2005) and promotion of the higher-order methods (2019). The main impact of these results for practical computations consists in an extension of abilities of the optimization methods above the limits prescribed by Complexity Theory. This became possible by discovering new ways for using the problem structure.
