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Jorge Nocedal

From Wikipedia, the free encyclopedia
Mexican applied mathematician and computer scientist

Jorge Nocedal (born 1950) is anapplied mathematician,computer scientist and the Walter P. Murphy professor atNorthwestern University who in 2017 received theJohn Von Neumann Theory Prize. He was elected a member of theNational Academy of Engineering in 2020.

Nocedal specializes in nonlinear optimization, both in the deterministic and stochastic setting. The motivation for his current algorithmic and theoretical research stems from applications inimage andspeech recognition,recommendation systems, andsearch engines.[1] In the past, he has also worked on equilibrium problems with application in robotics, traffics, and games, optimization applications in finance, as well asPDE-constrained optimization.[2]

Biography

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Nocedal was born and raised in Mexico. He obtained a B.Sc. in physics from theNational University of Mexico in 1974. From 1974 to 1978, Nocedal studied atRice University, where he obtained a PhD inmathematical sciences under the supervision ofRichard A. Tapia. Prior to joining Northwestern University in 1983, Nocedal spent three years (1978–1981) as an assistant professor at the National University of Mexico and two years (1981–1983) as a research assistant at theCourant Institute of Mathematical Sciences atNYU. Nocedal joined theElectrical Engineering and Computer Sciences department atNorthwestern University in 1983. He held this appointment until 2012, before joining theIndustrial Engineering andManagement Sciences department, where he served as the David and Karen Sachs Professor and Chair from 2013 to 2017.[3]

Contributions

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Nocedal is well-known for his research in nonlinear optimization, particularly for his work onL-BFGS[4][5] and his textbook Numerical Optimization.[6]

In 2001, Nocedal co-founded Ziena Optimization Inc. and co-developed theKNITRO software package.[7] Nocedal was a chief scientist at Ziena Optimization Inc. from 2002 to 2012 before the company was subsequently bought by Artelys in 2015.[3][8]

Awards and honors

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Nocedal has won numerous awards in the fields of nonlinear optimization, applied mathematics and operations research. In 1998, he was an invited speaker to theInternational Congress of Mathematicians in Berlin.[9][10] He was named anISI Highly Cited Researcher in 2004. He received theGeorge B. Dantzig Prize in 2012[11] and the Charles Broyden Prize in 2009.[12] He was also named aSIAM Fellow in 2010.[13] In 2017, he received theINFORMSJohn Von Neumann Theory Prize.[14] Nocedal was elected a member of theNational Academy of Engineering in 2020 for contributions to the theory, design, and implementation of optimization algorithms and machine learning software.[15]

References

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  1. ^"Jorge Nocedal, Walter P. Murphy Professor".Industrial Engineering & Management Sciences. Northwestern University. Retrieved2017-12-04.
  2. ^"Jorge Nocedal, Walter P. Murphy Professor: Research Interests".Industrial Engineering & Management Sciences. Northwestern University. Retrieved2017-12-04.
  3. ^abNocedal, Jorge."Jorge Nocedal CV"(PDF). RetrievedDecember 3, 2017.
  4. ^Liu, Dong C.; Nocedal, Jorge (1989-08-01). "On the limited memory BFGS method for large scale optimization".Mathematical Programming.45 (1–3):503–528.CiteSeerX 10.1.1.110.6443.doi:10.1007/BF01589116.ISSN 0025-5610.S2CID 5681609.
  5. ^Byrd, R.; Lu, P.; Nocedal, J.; Zhu, C. (1995-09-01). "A Limited Memory Algorithm for Bound Constrained Optimization".SIAM Journal on Scientific Computing.16 (5):1190–1208.Bibcode:1995SJSC...16.1190B.CiteSeerX 10.1.1.15.6761.doi:10.1137/0916069.ISSN 1064-8275.
  6. ^Nocedal, Jorge; Wright, Stephen (2006).Numerical Optimization | Jorge Nocedal. Springer Series in Operations Research and Financial Engineering. Springer.ISBN 9780387303031.
  7. ^Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A. (2006).Large-Scale Nonlinear Optimization. Nonconvex Optimization and Its Applications. Springer, Boston, MA. pp. 35–59.CiteSeerX 10.1.1.154.4900.doi:10.1007/0-387-30065-1_4.ISBN 9780387300634.
  8. ^"Artelys | Optimization solutions - Artelys Knitro - Nonlinear optimization solver".www.artelys.com. Retrieved2017-12-04.
  9. ^"International Mathematical Union (IMU)".www.mathunion.org.
  10. ^Byrd, Richard H.; Nocedal, Jorge (1998)."Active set and interior methods for nonlinear optimization".Doc. Math. (Bielefeld) Extra Vol. ICM Berlin, 1998, vol. III. pp. 667–676.
  11. ^"SIAM: The George B. Dantzig Prize".www.siam.org.
  12. ^"Charles Broyden Prize".Taylor & Francis. Archived fromthe original on 2019-03-09. Retrieved2017-11-27.
  13. ^"SIAM Fellows".fellows.siam.org.
  14. ^INFORMS."John von Neumann Theory Prize".INFORMS.
  15. ^"National Academy of Engineering Elects 87 Members and 18 International Members".National Academy of Engineering. February 6, 2020.

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