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Donald Goldfarb

From Wikipedia, the free encyclopedia
American mathematician (born 1941)

Donald Goldfarb
Born (1941-11-14)November 14, 1941 (age 84)
New York City
Known forBSGF algorithm
AwardsJohn von Neumann Theory Prize
Academic background
EducationCornell (BChE - 1963)
Columbia (MA - 1965)
Columbia (PhD - 1966)
ThesisA Conjugate Gradient Method for Nonlinear Programming (1966)
Doctoral advisorLeon Lapidus[1]
Academic work
Disciplinemathematics
Sub-disciplineoptimization

Donald Goldfarb (born August 14, 1941 in New York City)[2] is an Americanmathematician, best known for his works inmathematical optimization andnumerical analysis. He is one of the developers of the BSGF algorithm.[3] He is a recipient of the Von Neumann Theory Prize and Khachiyan Prize.

Biography

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Goldfarb studied Chemical Engineering atCornell University, earning a BSChE in 1963. He obtained an M.S. fromPrinceton University in 1965, and a doctorate in 1966.[4]

After getting his Ph.D., Goldfarb spent two years as a post-doc at theCourant Institute in New York City.

In 1968, he co-founded the CS Department atthe City College of New York, serving 14 years on its faculty. During the 1979-80 academic year, he was a visiting professor in the CS and ORIE Departments atCornell University. In 1982, Goldfarb joined the IEOR Department atColumbia, serving as Chair from 1984-2002. He also served as Interim Dean of Columbia's School of Engineering and Applied Science during the 1994-95 and 2012-13 academic years and its Executive Vice Dean during the Spring 2012 semester. He retired from his faculty position at Columbia in 2024.[5]

Goldfarb is one of the developers of theBroyden–Fletcher–Goldfarb–Shanno algorithm (BSGF).[3][6] In 1992, he and J. J. Forrest developed the steepest edgesimplex method.[7]

Awards

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Goldfarb is National Academy of Engineering (NAE) member and SIAM Fellow. He was awarded the INFORMS John Von Neumann Theory Prize in 2017, the Khachiyan Prize in 2013, the INFORMS Prize for Research Excellence in the Interface between OR and CS in 1995, and was listed in The Worlds Most Influential Scientific Minds, 2014, as being among the 99 most cited mathematicians between 2002 and 2012. Goldfarb has served as an editor-in-chief of Mathematical Programming, an editor of the SIAM Journal on Numerical Analysis and the SIAM Journal on Optimization, and as an associate editor of Mathematics of Computation, Operations Research and Mathematical Programming Computation.

References

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  1. ^"Donald Goldfarb".Mathematics Genealogy Project. RetrievedOctober 14, 2025.
  2. ^American Men and Women of Science, Thomson Gale 2004
  3. ^ab"Donald Goldfarb". Center for Statistics and Machine Learning,Princeton University. RetrievedOctober 14, 2025.He is internationally recognized for the development and analysis of efficient and practical algorithms for solving various classes of optimization problems, including the BFGS quasi-Newton method (QN) for unconstrained optimization, steepest-edge simplex algorithms for linear programming, and the Goldfarb-Idnani algorithm for convex quadratic programming...
  4. ^"Donald Goldfarb". Industrial Engineering and Operations Research (IEOR) Department,Columbia University. RetrievedOctober 14, 2025.
  5. ^"Celebrating Don Goldfarb". Columbia University. November 2024. RetrievedOctober 14, 2025.
  6. ^Goldfarb, Donald (1970)."A family of variable metric methods derived by variational means".Mathematics of Computation.24 (109):23–26.doi:10.2307/2004873.JSTOR 2004873.
  7. ^Forrest, John J.; Goldfarb, Donald (1992). "Steepest-edge simplex algorithms for linear programming".Mathematical Programming.57 (1–3). Springer-Verlag:341–374.doi:10.1007/bf01581089.S2CID 25000105.
1975–1999
2000–present
Authority control databases: AcademicsEdit this at Wikidata


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