Donald Goldfarb

Industrial Engineering and Operations Research, Columbia University

Donald Goldfarb is the Avanessians Professor in the IEOR Department at Columbia University. 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. According to SIAM News (2016), Newton and quasi-Newton methods and simplex methods rank first and ninth, respectively among all ”algorithms with the greatest influence on the development and practice of science and engineering in the 20th century”. The BFGS and steepest-edge algorithms developed by Goldfarb, are the basis for the most successful variants of these classes of methods. Professor Goldfarb has also developed simplex and combinatorial algorithms for network flow problems, interior-point methods for linear, quadratic and second-order cone programming, including algorithms for robust optimization, and first-order algorithms for image de-noising, compressed sensing and machine learning. After obtaining a PhD degree from Princeton, Goldfarb spent two years as a post-doc at the Courant Institute. In 1968, he co-founded the CS Department at the 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 at Cornell University. In 1982, Goldfarb joined the IEOR Department at Columbia, 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. Goldfarb is a 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.