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Roman PolyakProfessor |
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- Education
- Ph.D, Mathematics , Central Institute for Economics and Mathematics, USSR Academy of Sciences, Moscow.
- M Sc., Mathematics and Physics (honors), Zgitomir University. Ukraine.
- Research
- Nonlinear and Linear Optimization (Exterior -Interior Point Methods), Game Theory, Mathematical Economics.
- Books
- Convex Programming 1967 (with S.Zuchovitsky and M.Primak)
- The Newton Method in Optimization Theory. ZNANIA Kiev 1978.
- Controlled Processes for Optimization and Equilibrium Problems. VINITI , Moscow 1986.
- Selected Articles
- Nonlinear Rescaling vs. Smoothing Technique in Convex Optimization", Mathematical Programming, 92 ,197-235 , 2002.
- "Log-Sigmoid multipliers method in constrained optimization," Annals of Operations Research 101 ,427-460 ,2001
- "Nonlinear Rescaling in Discrete Minimax," Nonsmooth / Nonconvex Mechanics: Modeling, Analysis, Numerical Methods, D. Gao, R. Ogden, G. Stavroulakis (eds.), Kluwer Academic Publisher, 2000 (with I. Griva, J. Sobieski).
- Modified Barrier-Augmented Lagrangian Method for Constrained Minimization," Computational Optimization and Applications, 14, p 55-74, 1999 (with D. Goldfarb, K. Mints, I. Yuzefovich)
- "Nonlinear Rescaling and Proximal-like Methods in Convex Programming," Mathematical Programming 76 (1997) 265-284, with M. Teboulle
- "Modified Barrier Functions" (Theory and Methods), Mathematical Programming, 54, No. 2, pp. 177-222, 1992.
- Professional Awards
- National Science Foundation 1993,1994,1997,2000
- NASA 1996,1998
- Fulbright Scholarship Award 2001
- Member of the New York Academy of Sciences.
