Short CV

 

Selected publications (1997 -)


 


 

 

Book


1. A. Ben-Tal, A. Nemirovski,
    Lectures on Modern Convex Optimization (preface), MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2001

 Lecture Notes


1. A. Nemirovski,
    Efficient Methods  in Convex Programming
2. A. Nemirovski
    Interior Point Polynomial Time Methods in Convex Programming (Lecture Notes and Transparencies)
3. A. Ben-Tal, A. Nemirovski,
    Optimization III: Convex Analysis, Nonlinear Programming Theory, Standard Nonlinear  Programming Algorithms
    (Lecture notes, Transparencies, Assignments)
4. A. Nemirovski,
   
Optimization II: Standard Numerical Methods for Nonlinear Continuous Optimization
5. A. Nemirovski,
    Lectures on Modern Convex Optimization (Lecture notes, Transparencies)
6. A. Nemirovski,
    Topics in Non-Parametric Statistics, in: M. Emery, A. Nemirovski, D. Voiculescu, Lectures on Probability
    Theory and Statistics, Ecole d'ete de Probabilities de Saint-Flour XXVIII - 1998, Editor: P. Bernard, Lecture
    Notes in Mathematics # 1738, Springer, 2000

7. A. Nemirovski

   Lectures on Robust Convex Optimization (Lecture notes, Transparencies)

8. A. Nemirovski,

   Introduction to Linear Optimization (Lecture Notes, Transparencies)

9. A. Nemirovski,

   Mini-Course on Convex Programming Algorithms

10. A. Nemirovski

   Linear and Convex Optimization (Transparencies)

  


 Papers


1997

        1. A. Nemirovski,
            Long-step method of analytic centers for fractional problems
- Mathematical Programming v. 77 (1997) No. 2, 191-224.
        2. A. Ben-Tal, A. Nemirovski,
            Stable Truss Topology Design via Semidefinite Programming - SIAM J. of Optimization v. 7 (1997), 991-1016.
        3. A. Goldenshluger, A. Nemirovski,
            Spatial adaptive estimation of functions satisfying differential inequalities - IEEE Transactions on Information
             Theory v. 43 (1997), 872-889
        4. A. Goldenshluger, A. Nemirovski,
            Spatial adaptive estimation of smooth nonparametric regression functions -Mathematical Methods of Statistics
            v. 6 (1997), 135-170

1998
        1. Yu. Nesterov, A. Nemirovski
            Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods
            Mathematics of Operations Research v. 23 (1998), 1-38.
        2. A. Ben-Tal, A. Nemirovski,
            Robust convex optimization - Mathematics of Operations Research v. 23 No.4 (1998)

1999
        1. A. Nemirovski,
            On self-concordant convex-concave functions - Optimization Methods and Software v. 11-12 (1999), 303-384.
        2. A. Ben-Tal, M. Kocvara, A. Nemirovski, J. Zowe,
            Free Material Design via Semidefinite Programming. The Multiload Case with Contact Conditions - SIAM J. of

           Optimization v. 9 (1999), 813-832, and SIAM Review v. 42 (2000), 695-715.
        3. A. Ben-Tal, A. Nemirovski,
            Robust solutions of uncertain linear programs - OR Letters v. 25 (1999), 1-13.
        4. A. Nemirovski, U. Rothblum,
            On complexity of matrix scaling - Linear Algebra and Applications v. 302/303 (1999), 435-460.
        5. A. Nemirovski, C. Roos, T. Terlaky,
            On maximization of quadratic form over intersection of ellipsoids with common center - Mathematical
             Programming v. 86 (1999), 463-473.

2000
        1. A. Ben-Tal, A. Nemirovski
            Structural design via Semidefinite Programming - R. Saigal, H. Wolkowitcz, L. Vandenberghe, Eds.,
            Handbook on Semidefinite Programming, Kluwer Academic Publishers, 2000, 443-468.
        2. A. Ben-Tal, L. ElGhaoui, A. Nemirovski
            Robust Semidefinite Programming - R. Saigal, H. Wolkowitcz, L. Vandenberghe, Eds. Handbook on
            Semidefinite Programming, Kluwer Academic Publishers, 2000, 139-162.
        3.  A. Ben-Tal, A. Nemirovski,
            Robust solutions of Linear Programming problems contaminated with uncertain data – Mathematical
            Programming v. 88 (2000), 411-424.
        4. A. Ben-Tal, T. Margalit, A. Nemirovski,
            Robust Modeling of Multi-Stage Portfolio Problems - in: H. Frenk, K. Roos, T. Terlaky, S. Zhang, Eds.,
            High Performance Optimization, Kluwer Academic Publishers, 2000, 303-328.

        5. Juditsky, A., Nemirovski, A.

            Functional aggregation for nonparametric regression. – Annals of Statistics 28:3 (2000), 681-712

 

2001
        1. A. Ben-Tal, T. Margalit, A. Nemirovski,
           The Ordered Subsets  Mirror Descent Optimization Method with Applications to Tomography - SIAM Journal on
           Optimization  12 (2001), 79-108
        2. A. Ben-Tal, A. Nemirovski,
            On polyhedral approximations of the second-order cone, Mathematics of Operations Research  26:2
           (2001),

2002
        1. A. Ben-Tal, A. Nemirovski,
            Robust Optimization - Methodology and Applications - Mathematical Programming Series B, 92 (2002),
            453-480.
        2. A. Ben-Tal, A. Nemirovski,
            On approximate robust counterparts of uncertain semidefinite and conic quadratic programs --  Proceedings of
             20th IFIP TC7 Conference on System Modelling and Optimization, July 23-27, 2001, Trier, Germany
        3. A. Ben-Tal, A. Nemirovski, C. Roos,
             Robust solutions to uncertain quadratic and conic-quadratic problems - SIAM Journal on Optimization  13
            (2002), 535-560.
        4. A. Juditski, A. Nemirovski,
            On non-parametric tests of positivity/monotonicity/convexity - Annals of Statistics 30:2 (2002)
        5. A. Ben-Tal, A. Nemirovski,
            On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty - SIAM
            Journal on Optimization 12 (2002), 811-833.

2003
        1. A. Ben-Tal, A. Goryashko, E. Guslitzer, A. Nemirovski,
            Adjustable robust solutions of uncertain linear programs  - Mathematical Programming  99 (2004), 351-376.
        2. Barb, F.D., Ben-Tal, A., and Nemirovski, A.,
            Robust dissipativity of interval uncertain systems  - SIAM Journal on Control and Optimization  41 (2003),
            1661-1695.
        3. Ben-Tal, A., Nemirovski, A., Roos, C.,
            Extended Matrix Cube Theorems with applications to \mu-Theory in Control -  Mathematics of Operations
            Research  28 (2003), 497-523.
        4. Nemirovski, A.,
           On tractable approximations of randomly perturbed convex constraints -  Proceedings of the 42nd IEEE
           Conference on Decision and Control, Maui, Hawaii USA, December 2003, 2419-2422.

2004

        1. Nemirovski, A.,
            Prox-method with rate of convergence O(1/t) for variational inequalities with Lipschitz continuous monotone
            operators and smooth convex-concave saddle point problems - SIAM Journal on Optimization  15 (2004),

             229-251.

        2.  Eldar, Y.C., Ben-Tal, A., Nemirovski, A.

            Linear minimax regret estimation of deterministic parameters with bounded data uncertainties –

            IEEE Trans. on Signal Processing 52 (2004), 2177--2188.

        3.  Nemirovski, A.
            Regular Banach spaces and large deviations of random sums


2005

        1. A. Ben-Tal, A. Nemirovski,
            Restricted Memory Non-Euclidean Level Method for Large-Scale Convex Optimization  -  Mathematical
             Programming 102 (2005), 407-456 
        2. Nemirovski, A., Tuncel, L.,
            Cone-free path-following and potential reduction polynomial time interior point algorithms - Mathematical
            Programming 102 (2005), 261-295

         3. Eldar, Y., Ben-Tal, A., Nemirovski, A.,

             Robust mean-squared error estimation in the presence of model uncertainties – IEEE Trans. On Signal

             Processing 53 (2005), 168-181

4.      Ben-Tal, A., Boyd, S., Nemirovski, A.

      Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming

         5. Ben-Tal, A., Golany, B., Nemirovski, A., Vial, J.-Ph.,
             Supplier-Retailer Flexible Commitments Contracts: A Robust Optimization Approach - Manufacturing
             & Service Operations Management v. 7 No. 3 (2005) 248-273

 

2006

 

1.      Ben-Tal, A., Boyd, S., Nemirovski, A.,

               Extending the Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

                - Mathematical Programming 107:1-2 (2006), 63-89

2.  Nemirovski, A., Shapiro, A.,
     Scenario Approximations of Chance Constraints - in: Calafiore, G., Dabbene, F., Eds., Probabilistic
            and Randomized Methods for Design under Uncertainty, Springer, 2006

         3.   Nemirovski, A., Shapiro, A.

               Convex Approximations of Chance Constrained Programs – SIAM Journal on Optimization 17:4 (2006),

                969-996.

 

2007

 

1.      Nemirovski, A.,

               Advances in Convex Optimization: Conic Programming –  in Marta Sanz-Sol, Javier Soria,

               Juan L. Varona, Joan Verdera, Eds., Proceedings of International Congress of Mathematicians, Madrid,

                August 22-30, 2006, Volume 1, EMS -European Mathematical Society Publishing House, April 2007, 413-444.

          2.   Nemirovski, A.
                Sums of Random Symmetric Matrices and Quadratic Optimization under Orthogonality Constraints
–

                Mathematical Programming 109:2-3 (2007), 283-317.

          3.   Lu, Z.,  Monteiro, R.D.C., Nemirovski, A., 
                Large-Scale Semidefinite Programming via Saddle Point Mirror-Prox Algorithm
– Mathematical Programming

                109:2-3 (2007), 211-237

4.       Gal, S., Landsverger, M., Nemirovski, A.

Participation in auctions – Games and Economic Behavior 60 (2007), 75-103.

 

2008

           1.  Ben-Tal, A., Nemirovski, A.

                Selected Topics in Robust Convex Optimization – Mathematical Programming, 112:1 (2008),  125-158

     2.   Nemirovski, A.,  Todd, M.

                Interior-point methods for optimization – Acta Numerican 17 (2008), 191—234

 3.  Judistky, A.,  Nemirovski, A.

                Large Deviations of Vector-Valued Martingales in 2-Smooth Normed Spaces

           4,  Nesterov, Yu., Nemirovski, A.

                Primal Central Paths and Riemannian Distances for Convex Sets – Foundations of Computational Mathematics

8:5 (2008), 533-560.

 

2009

           1.  Ben-Tal, A., Nemirovski, A.

     On Safe Tractable Approximations of Chance Constrained Linear Matrix Inequalities – Mathematics of Operations

     Research 34:1 (2009), 1-25.

           2. Juditsky, A., Nemirovski, A.

    Nonparametric Estimation via Convex Programming – Annals of Statistics  37:5A (2009), 2278-2300

           3. Juditsky, A., Lan, G., Nemirovski, A., Shapiro, A.

      Stochastic Approximation approach to Stochastic Programming – SIAM Journal on Optimization 19:4 (2009),

     1574-1609. 

   4.  Juditsky, A., Nemirovski, A.

        Nonparametric Denoising Signals with Unknown Local Structure, I: Oracle Inequalities –  Applied

      And Computational Harmonic Analysis 27 (2009), 157-179.

           5. Ben-Tal, A., El Ghaoui,  L., Nemirovski , A.

                Robust Optimization -  Princeton University Press, Aug. 2009

 

2010

    1. Juditsky, A., Nemirovski, A.

        Nonparametric Denoising Signals with Unknown Local Structure,II: Nonparametric function recovery – Applied

     And Computational Harmonic Analysis 29 (2010), 354-367

2.  Nemirovski, A., Onn, S., Rothblum, U.

     Accuracy certificates for computational problems with convex structure – Mathematics of Operations

     Research 35:11 (2010), 52-78

           

2011   

             1. Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                 On low rank matrix approximations with applications to synthesis problem in Compressed Sensing – SIAM

                 Journal on Matrix Analysis and Applications  32:3 (2011), 1019-1029

             2. Juditsky, A., Nemirovski, A.

     On Verifiable Sufficient Conditions for Sparse Signal Recovery via L1 Minimization  - Mathematical Programming Ser. B, 

     127 (2011), 57-88

      Download accompanying software (MATLAB on a Windows PC)

      V1 (with standalone .exe solvers)     V2 (with mex solvers)

             3. Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                Verifiable conditions of \ell_1-recovery of sparse signals with sign restrictions – Mathematical Programming Ser. B,

                127 (2011), 89-122

             4. Juditsky, A., Nemirovski, A.

                 Accuracy guarantees for \ell_1 recovery –  IEEE Transactions on Information Theory 57:12 (2011), 7818-7839

             5. Lan, G., Nemirovski, A., Shapiro, A.

                 Validation analysis of mirror descent stochastic approximation method – Mathematical Programming, Online First, DOI 10.1007/s10107-011-0442-6

             6.  Juditsky, A.,  Nemirovski, A., Tauvel, C.

                Solving variational inequalities with Stochastic Mirror-Prox algorithm  Stochastic Systems 1:1 (2011),

                DOI: 10.1214/10-SSY011, 17-58

             7. Juditsky, A., Kilinc Karzan, F., Nemirovski, A., Polyak, B.T.,

                On the accuracy of \ell_1-filtering of signals with block-sparse structure -- in:

                J. Shawe-Taylor, R.S. Zemel, P. Bartlett, F. Pereira, K.Q. Weinberger, Eds.

                Advances in Neural Information Processing Systems 24 (2011), 1666-1674.

 

 

2012

1.      Juditsky, A., Kilinc Karzan, F.,Nemirovski, A.

                  MATLAB package for solving \min_x\{\|x\|_1:\|Ax-b\|_p\leq\delta\} (Manual, software)

2.       Nemirovski, A.,

On Safe Tractable Approximations of Chance Constraints - European Journal of Operational Research  219 (2012), 707-718

3.       Juditsky, A., Nemirovski, A.

                 First order methods for nonsmooth convex large-scale optimization, I: General purpose methods

                 First order methods for nonsmooth convex large-scale optimization, II:  Utilizing problem’s structure

                 In: S. Sra, S. Nowozin, S. Wright, Eds., Optimization for Machine Learning, The MIT Press, 2012, 121-184

           4.   Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                 Randomized first order algorithms with applications to \ell_1-minimization --  Mathematical Programming Online First, 1 August 2012

           5.   Juditsky, A., Kilinc Karzan, F., Nemirovski, A., Polyak, B.

                 Accuracy Guarantees for \ell_1 recovery of block-sparse signals--  Annals of Statistics 40:6 (2012), 3077-3107

           6.  Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

       On unified view of nullspace-type conditions for recoveries associated with general sparsity structures -- accepted to

       Linear Algebra and its Applications, special issue on Sparse approximate solution of linear systems.

 

 

2013

 

           1.   Nesterov, Yu., Nemirovski, A.

On first order algorithms for \ell_1/nuclear norm minimization --  Acta Numerica 22 (2013)

2.      Baes, M., Buergisser, M., Nemirovski, A. 

Randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems --  SIAM Journal on Optimization

23:2 (2013)

           3,   Juditsky, A., Nemirovski, A.

                 On detecting harmonic oscillations -- submitted to Bernoulli  

3.      Cox, B., Juditsky, A., Nemirovski, A.

Dual subgradient algorithms for large-scale nonsmooth learning problems -- accepted to Mathematical Programming

Series B.

4.      Ben-Tal, A., Nemirovski, A.

On solving large scale polynomial convex problems  by randomized first-order algorithms – submitted to Mathematics of

Operations Research

5.      Harchaoui, Z., Juditsky, A., Nemirovski, A.

Conditional Gradient Algorithms for Norm-Regularized Smooth Convex Optimization –

submitted to Mathematical Programming

6.      He, N., Juditsky, A.,  Nemirovski, A.

Mirror Prox Algorithm for Multi-Term Composite Minimization and Alternating Directions

7.      Juditski, A., Nemirovski, A.

Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles

8.      Goldenshluger, A., Juditski, A., Nemirovski, A.

Hypothesis testing by convex optimization

 

             


Selected  presentations
        1. Nemirovski, A.
           What can be expressed via Conic Quadratic and Semidefinite Programming? (1998)
        2  A. Nemirovski,
           The Matrix Cube Theorem (2001)
        3. Nemirovski, A.,
            Mathematics of Robust Optimization (2003)
        4. Nemirovski, A.,
            De-Noising Signals of Unknown Local Structure (2003)
        5. Nemirovski, A.
            Cone-free primal-dual polynomial time interior point methods (2003)
        6. Nemirovski, A.
            Beyond the scope of  interior-point methods:  Simple methods for extremely large-scale convex programs
           (2004)

        7. Nemirovski, A.

              Robust Optimization and Dynamical Decision-Making (2005)

       8. Nemirovski, A.

              Selected Topics in Robust Convex Optimization (2006)

       9. Nemirovski, A.

              Advances in Convex Optimization: Conic Programming (2006)

     10. Nemirovski,A.

              Robust Convex Optimization (2007)

     11. Nemirovski, A.

              Acceleration via Randomization: Randomized First Order Algorithms for Large-Scale Convex Optimization (2009)

     12. Nemirovski, A.

              On recent trends in large-scale Convex Optimization (2009)

      13. Nemirovski, A.

             Convex Stochastic and Large-Scale Deterministic Programming via Robust Stochastic Approximation and its Extensions (2009)

      14. Nemirovski, A.

             Deterministic and Randomized First Order Saddle Point  Methods for Large-Scale Convex Optimization (2010)

      15.  Nemirovski, A.

             Accelerating First Order Methods for Large-Scale Well Structured Convex Optimization (2010)

      16.  Nemirovski, A.

             Tutorial:  Mirror Descent Algorithms for Large-Scale Deterministic and Stochastic Convex Optimization (COLT 2012)

       17. Nemirovski, A.

             Tutorial: Statistical Testing and Estimation via Convex Programming (2013)

       18. Nemirovski, A.

             “Difficult Geometry” Convex Problems and Conditional Gradient Algorithms (2013)

 

Selected Theses of my Students

Some of my Technion M.Sc. and Ph.D. students with good theses left Academia without submitting papers to academic journals.

In order to make the results of their research available, I put their Theses below.

 

  1. Dmitry Gabelev (M.Sc. Thesis in OR and System Analysis, Faculty of Industrial Engineering and Management,

Technion, 2003): Polynomial time cutting plane algorithms associated with symmetric cones

 

  1. Daureen Steinberg (M.Sc. Thesis in OR and System Analysis, Faculty of Industrial Engineering and Management,

Technion, 2005): Computation of matrix norms with applications to Robust Optimization

 

3. Eitan Rubinstein (joint supervision with Dr. Michael Zibulevski, M.Sc. Thesis in OR and System Analysis, Faculty

of Electrical Engineering, Technion, 2005): Support Vector Machines via advanced optimization techniques

 

  1. Elena Olvovski (joint supervision with Prof. Alex Ioffe and Prof. Arie Leizarovitz, Ph.D. Thesis in Mathematics, Faculty

of Mathematics, Technion, 2006): Novel gradient-type optimization algorithms for extremely large-scale nonsmooth

convex optimization

 

 

 

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