Jorge Nocedal

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Jorge Nocedal (born 1950) is an applied mathematician, computer scientist and the Walter P. Murphy professor at Northwestern University who in 2017 received the John Von Neumann Theory Prize. He was elected a member of the National Academy of Engineering in 2020.

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Nocedal specializes in nonlinear optimization, both in the deterministic and stochastic setting. The motivation for his current algorithmic and theoretical research stems from applications in image and speech recognition, recommendation systems, and search 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 as PDE-constrained optimization. [2]

Biography

Nocedal was born and raised in Mexico. He obtained a B.Sc. in physics from the National University of Mexico in 1974. From 1974 to 1978, Nocedal studied at Rice University, where he obtained a PhD in mathematical sciences under the supervision of Richard 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 the Courant Institute of Mathematical Sciences at NYU. Nocedal joined the Electrical Engineering and Computer Sciences department at Northwestern University in 1983. He held this appointment until 2012, before joining the Industrial Engineering and Management Sciences department, where he served as the David and Karen Sachs Professor and Chair from 2013 to 2017. [3]

Contributions

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

In 2001, Nocedal co-founded Ziena Optimization Inc. and co-developed the KNITRO 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

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

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References

  1. ↑ "Jorge Nocedal, Walter P. Murphy Professor". Industrial Engineering & Management Sciences. Northwestern University. Retrieved 2017-12-04.
  2. ↑ "Jorge Nocedal, Walter P. Murphy Professor: Research Interests". Industrial Engineering & Management Sciences. Northwestern University. Retrieved 2017-12-04.
  3. 1 2 Nocedal, Jorge. "Jorge Nocedal CV" (PDF). Retrieved December 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. 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. Retrieved 2017-12-04.
  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 from the original on 2019-03-09. Retrieved 2017-11-27.
  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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