2005 in Oberwolfach
|Alma mater||Moscow State University (1977)|
|Doctoral advisor||Boris Polyak|
Yurii Nesterov is a Russian mathematician, an internationally recognized expert in convex optimization, especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the University of Louvain (UCLouvain).
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 UCLouvain, specifically in the Department of Mathematical Engineering from the Louvain School of Engineering, Center for Operations Research and Econometrics.
Nesterov is most famous for his work in convex optimization, including his 2004 book, considered a canonical reference on the subject. His main novel contribution is an accelerated version of gradient descent that converges considerably faster than ordinary gradient descent (commonly referred as Nesterov momentum or Nesterov accelerated gradient, in short — NAG).
His work with Arkadi Nemirovski in the 1994 book is the first to point out that the 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.
- "The George B. Dantzig Prize". 2000. Retrieved December 12, 2014.
- "John Von Neumann Theorey Prize". 2009. Retrieved June 4, 2014.
- "EURO Gold Medal". 2016. Retrieved August 20, 2016.
- Nesterov, Yurii (2004). Introductory lectures on convex optimization : A basic course. Kluwer Academic Publishers. CiteSeerX 10.1.1.693.855. ISBN 978-1402075537.
- Nesterov, Y (1983). "A method for unconstrained convex minimization problem with the rate of convergence ". Doklady AN USSR. 269: 543–547.
- Bubeck, Sebastien (April 1, 2013). "ORF523: Nesterov's Accelerated Gradient Descent". Retrieved June 4, 2014.
- Bubeck, Sebastien (March 6, 2014). "Nesterov's Accelerated Gradient Descent for Smooth and Strongly Convex Optimization". Retrieved June 4, 2014.
- "The Zen of Gradient Descent".
- Nesterov, Yurii; Arkadii, Nemirovskii (1995). Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics. ISBN 978-0898715156.
- Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (PDF). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 15, 2011.