Robert J. Vanderbei
Robert J. Vanderbei (born 1955) is an American
Biography
Robert J. Vanderbei was born in Grand Rapids, MI, in 1955. He received his BS in Chemistry in 1976 and an MS in Operations Research and Statistics in 1978 from
Research
Mathematical programming
Vanderbei’s arrival at Bell Labs coincided with Narendra Karmarkar’s discovery of a new polynomial-time algorithm for linear programming. In May 1985, he became the first nonmanagement team member of AT&T's Advanced Decision Support Systems venture, where he served as the interface to Karmarkar and as the lead developer of the first release of the linear programming software.
In 1985, Vanderbei, with Bell Labs colleagues Marc Meketon and Barry Freedman, wrote a paper proving convergence of a variant of
In 1987, Vanderbei left the development team and moved to the Bell Labs' Math Research Center in
Vanderbei is the author of a textbook on linear programming[11] and a software package for nonlinear programming called LOQO.
Purple America
Vanderbei received widespread attention for something that was only intended to be an exercise for the freshman
Recent research interests
Since 2001, most of Vanderbei's research has been devoted to developing high-contrast imaging systems with the eventual aim of direct imaging of
Other interests
Vanderbei also was a serious
Awards and honors
He was elected to the 2006 class of Fellows of the Institute for Operations Research and the Management Sciences.[12] In 2012 he became a fellow of the Society for Industrial and Applied Mathematics for "contributions to technologies for exoplanet searches and to interior-point methods for nonlinear optimization".[13] In 2014 he became a fellow of the American Mathematical Society, for "contributions to linear programming and nonlinear optimization problems".[14] In 2017 he was award the Khachiyan Prize by the
References
This article incorporates material from Robert J. Vanderbei's bio, which is licensed under the
- ^ Vanderbei, R.J.: Toward a Stochastic Calculus for Several Markov Processes, PhD. Thesis, Cornell University, May 1981.
- ^ Vanderbei, R.J.; Meketon, M.S.; Freedman, B.A.: A modification of Karmarkar's linear programming algorithm, Algorithmica, 1:395–407, 1986.
- ^ Dikin, I.I.: Iterative solution of problems of linear and quadratic programming, Soviet Mathematics - Doklady, 8:674–675, 1967.
- ^ Vanderbei, R.J.: Methods and Apparatus for Efficient Resource Allocation, U.S. Patent Number 4,744,026. Extension of Karmarkar algorithm to handle linear programming problems with free variables, May 1988.
- ^ Vanderbei, R.J.: Methods and Apparatus for Efficient Resource Allocation, U.S. Patent Number 4,885,686. Extension of Karmarkar algorithm to handle linear programming problems with dense columns, December 1988.
- ^ Freedman, B.A.; Meketon, M.S.; Vanderbei, R.J.: Methods and Apparatus for Efficient Resource Allocation, U.S. Patent Number 4,924,386. Extension of Karmarkar algorithm to handle linear programming problems with nonzero lower bounds and finite upper bounds, May 1990.
- ^ Dantzig, G.B.; Goldfarb, D; Lawler, E; Monma, C; Robinson, S.M.: Report of the Committee on Algorithms and the Law, Optima, 33:1–19, June 1991.
- ^ Helmberg, C; Rendl, F.; Vanderbei, R.J.; Wolkowicz, H.: An interior point method for semidefinite programming, SIAM Journal on Optimization, 6:342–361, 1996.
- ^ Vanderbei, R.J.: LOQO: An interior point code for quadratic programming, Optimization Methods and Software, 12:451–484, 1999.
- ^ Vanderbei, R.J.; Shanno, D.F.: An Interior-Point Algorithm for Nonconvex Nonlinear Programming, Computational Optimization and Applications, 13:231–252, 1999.
- ^ Vanderbei, R.J.: Linear Programming: Foundations and Extensions, Kluwer Academic Publishers, 3rd edition, 2007.
- ^ Fellows: Alphabetical List, Institute for Operations Research and the Management Sciences, retrieved 2019-10-09
- ^ Society for Industrial and Applied Mathematics (SIAM)
- ^ 2014 Class of the Fellows of the AMS, American Mathematical Society, retrieved 2014-08-12.
- ^ Robert Vanderbei is selected as the winner of the 2017 INFORMS Optimization Society Khachiyan Prize
- Vanderbei, Robert J. (July 1991). "Splitting dense columns in sparse linear systems". Linear Algebra and Its Applications. 152: 107–117. ISSN 0024-3795.