● 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

 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.

2001
        1. A. Ben-Tal, T. Margalit, A. Nemirovski,
  The Ordered Subsets  Mirror Descent Optimization Method with Applications to Tomography - SIAM Journal on
           Optimization v. 12 (2001), 79-108
        2. A. Ben-Tal, A. Nemirovski,
On polyhedral approximations of the second-order cone, Mathematics of Operations Research v. 26 No. 2
           (2001)

2002
        1. A. Ben-Tal, A. Nemirovski,
Robust Optimization - Methodology and Applications - Mathematical Programming Series B, v. 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
        4. A. Ben-Tal, A. Nemirovski, C. Roos,
Robust solutions to uncertain quadratic and conic-quadratic problems - SIAM Journal on Optimization v. 13
            (2002), 535-560.
        5. A. Juditski, A. Nemirovski,
On non-parametric tests of positivity/monotonicity/convexity - Annals of Statistics v. 30 No.2 (2002)
        6. A. Ben-Tal, A. Nemirovski,
On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty - SIAM
            Journal on Optimization v. 12 (2002), 811-833.

2003
        1. A. Ben-Tal, A. Goryashko, E. Guslitzer, A. Nemirovski,
Adjustable robust solutions of uncertain linear programs  - Mathematical Programming v. 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 v. 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 v. 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. A. Ben-Tal, A. Nemirovski,
Restricted Memory Non-Euclidean Level Method for Large-Scale Convex Optimization  -  Mathematical
             Programming, On line First issue, DOI: 10.1007/s10107-004-0553-4 
        2. Nemirovski, A., Tuncel, L.,
Cone-free path-following and potential reduction polynomial time interior point algorithms - Mathematical
            Programming, On line First issue,  DOI: 10.1007/s10107-004-0545-4
        3. 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 v. 15 (2004),

229-251.

        4. A. Nemirovski,
Regular Banach spaces and large deviations of random sums
        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
        6. 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
        7.  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.

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

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

9. Nemirovski, A., Shapiro, A.

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

969-996.

2005

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

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

2. 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.

2006

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

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

- Mathematical Programming v. 107 (2006), 63-89

2. Ben-Tal, A., Nemirovski, A.

Selected Topics in Robust Convex Optimization – Mathematical Programming, Online First (February 8 , 2007),

DOI 10.1007/s10107-006-0092-2

3. Drafts of selected chapters from the book Robust Optimization (in progress) by Ben-Tal, A., El Ghaoui, L.,

Nemirovski, A.

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

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

of Operations Research

2007

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

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

Research

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

Stochastic Approximation approach to Stochastic Programming – submitted to SIAM Journal on Optimization

3. Yu. Nesterov, A. Nemirovski

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

Online First (2007), DOI 10.1007/s10208-007-9019-4

4. A. Juditsky, A. Nemirovski

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

And Computational Harmonic Analysis

2008

1. A. Nemirovski, M. Todd

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

2. A. Juditsky, A. Nemirovski

Nonparametric Estimation via Convex Programming – submitted to Annals of Applied Probability

3. A. Judistky, A. Nemirovski

Large Deviations of Vector-Valued Martingales in 2-Smooth Normed Spaces – submitted to Annals

of Probability

4. A. Juditsky, A. Nemirovski, C. Tauvel

Solving variational inequalities with Stochastic Mirror-Prox algorithm – submitted to SIAM Journal on

Control and Optimization

5. A. Juditsky, A. Nemirovski

On Verifiable Sufficient Conditions for Sparse Signal Recovery via L1 Minimization – submitted to Mathematical

Programming Series B., Special Issue on Machine Learning

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)

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

2. 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

3. 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