The Courant Institute of Mathematical Sciences is the mathematics research school of New York University (NYU),and is among the most prestigious mathematics schools and mathematical sciences research centers in the world. Founded in 1935,it is named after Richard Courant,one of the founders of the Courant Institute and also a mathematics professor at New York University from 1936 to 1972,and serves as a center for research and advanced training in computer science and mathematics. It is located on Gould Plaza next to the Stern School of Business and the economics department of the College of Arts and Science.
Richard Alfred Tapia is an American mathematician and University Professor at Rice University in Houston,Texas,the university's highest academic title. In 2011,President Obama awarded Tapia the National Medal of Science. He is currently the Maxfield and Oshman Professor of Engineering;Associate Director of Graduate Studies,Office of Research and Graduate Studies;and Director of the Center for Excellence and Equity in Education at Rice University.
John Emory Dennis,Jr. is an American mathematician who has made major contributions in mathematical optimization. Dennis is currently a Noah Harding professor emeritus and research professor in the department of computational and applied mathematics at Rice University in Houston,Texas. His research interests include optimization in engineering design. He is the founder and editor-in-chief of the SIAM Journal on Optimization. In 2010,he was elected a Fellow of the Society for Industrial and Applied Mathematics.
Michael James David Powell was a British mathematician,who worked in the Department of Applied Mathematics and Theoretical Physics (DAMTP) at the University of Cambridge.
Margaret H. Wright is an American computer scientist and mathematician. She is a Silver Professor of Computer Science and former Chair of the Computer Science department at Courant Institute of Mathematical Sciences,New York University,with research interests in optimization,linear algebra,and scientific computing. She was elected to the National Academy of Engineering in 1997 for development of numerical optimization algorithms and for leadership in the applied mathematics community. She was elected to the National Academy of Sciences in 2005. She was the first woman to serve as President of the Society for Industrial and Applied Mathematics.
Andrew Joseph Majda was an American mathematician and the Morse Professor of Arts and Sciences at the Courant Institute of Mathematical Sciences of New York University. He was known for his theoretical contributions to partial differential equations as well as his applied contributions to diverse areas including shock waves,combustion,incompressible flow,vortex dynamics,and atmospheric sciences. Majda was listed as an ISI highly cited researcher in mathematics.
George C. Papanicolaou is a Greek-American mathematician who specializes in applied and computational mathematics,partial differential equations,and stochastic processes. He is currently the Robert Grimmett Professor in Mathematics at Stanford University.
Emmanuel Jean Candès is a French statistician. He is a professor of statistics and electrical engineering at Stanford University,where he is also the Barnum-Simons Chair in Mathematics and Statistics. Candès is a 2017 MacArthur Fellow.
Roger Jean-Baptiste Robert Wets is a "pioneer" in stochastic programming and a leader in variational analysis who publishes as Roger J-B Wets. His research,expositions,graduate students,and his collaboration with R. Tyrrell Rockafellar have had a profound influence on optimization theory,computations,and applications. Since 2009,Wets has been a distinguished research professor at the mathematics department of the University of California,Davis.
Leslie Frederick Greengard is an American mathematician,physicist and computer scientist. He is co-inventor with Vladimir Rokhlin Jr. of the fast multipole method (FMM) in 1987,recognized as one of the top-ten algorithms of the 20th century.
Michael J. Shelley is an American applied mathematician who works on the modeling and simulation of complex systems arising in physics and biology. This has included free-boundary problems in fluids and materials science,singularity formation in partial differential equations,modeling visual perception in the primary visual cortex,dynamics of complex and active fluids,cellular biophysics,and fluid-structure interaction problems such as the flapping of flags,stream-lining in nature,and flapping flight. He is also the co-founder and co-director of the Courant Institute's Applied Mathematics Lab.
Darinka Dentcheva is a Bulgarian-American mathematician,noted for her contributions to convex analysis,stochastic programming,and risk-averse optimization.
Derivative-free optimization,is a discipline in mathematical optimization that does not use derivative information in the classical sense to find optimal solutions:Sometimes information about the derivative of the objective function f is unavailable,unreliable or impractical to obtain. For example,f might be non-smooth,or time-consuming to evaluate,or in some way noisy,so that methods that rely on derivatives or approximate them via finite differences are of little use. The problem to find optimal points in such situations is referred to as derivative-free optimization,algorithms that do not use derivatives or finite differences are called derivative-free algorithms.
Simulation-based optimization integrates optimization techniques into simulation modeling and analysis. Because of the complexity of the simulation,the objective function may become difficult and expensive to evaluate. Usually,the underlying simulation model is stochastic,so that the objective function must be estimated using statistical estimation techniques.
Jorge Nocedal 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.
Donald Goldfarb is an American mathematician,best known for his works in mathematical optimization and numerical analysis.
Katya Scheinberg is a Russian-American applied mathematician known for her research in continuous optimization and particularly in derivative-free optimization. She works at Cornell University and is a professor in Cornell's School of Operations Research and Information Engineering.
Adrian Stephen Lewis is a British-Canadian mathematician,specializing in variational analysis and nonsmooth optimization.
Tamás Terlaky is a Hungarian-Canadian-American professor of Industrial and Systems Engineering at Lehigh University. He is especially well known for his work on criss-cross algorithms,interior-point methods,Klee-Minty examples for path following algorithms,and optimization.
Sven Leyffer is an American computational mathematician specializing in nonlinear optimization. He is a Senior Computational Mathematician in the Laboratory for Applied Mathematics,Numerical Software,and Statistics at Argonne National Laboratory.
