Arkadi Nemirovski

Arkadi Nemirovski's AcademicInfluence.com Rankings

Arkadi Nemirovski

Mathematics

#694

World Rank

#1274

Historical Rank

#302

USA Rank

Measure Theory

#639

World Rank

#877

Historical Rank

#260

USA Rank

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Mathematics

Arkadi Nemirovski's Degrees

PhD Mathematics Moscow State University

Why Is Arkadi Nemirovski Influential?

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According to Wikipedia, Arkadi Nemirovski is a professor at the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology. He has been a leader in continuous optimization and is best known for his work on the ellipsoid method, modern interior-point methods and robust optimization.

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Arkadi Nemirovski's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Interior-point polynomial algorithms in convex programming (1994) (3819)
Robust Convex Optimization (1998) (2601)
Lectures on modern convex optimization - analysis, algorithms, and engineering applications (2001) (2529)
Robust Optimization (2009) (2358)
Robust Stochastic Approximation Approach to Stochastic Programming (2008) (2080)
Robust solutions of uncertain linear programs (1999) (1876)
Robust solutions of Linear Programming problems contaminated with uncertain data (2000) (1750)
Adjustable robust solutions of uncertain linear programs (2004) (1505)
Robust optimization – methodology and applications (2002) (1330)
Convex Approximations of Chance Constrained Programs (2006) (1096)
Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems (2004) (828)
Lmi Control Toolbox For Use With Matlab (2014) (624)
New variants of bundle methods (1995) (452)
Robust Truss Topology Design via Semidefinite Programming (1997) (411)
On Complexity of Stochastic Programming Problems (2005) (370)
Solving variational inequalities with Stochastic Mirror-Prox algorithm (2008) (369)
Selected topics in robust convex optimization (2007) (351)
On Polyhedral Approximations of the Second-Order Cone (2001) (342)
Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005) (323)
Topics in Non-Parametric Statistics (2000) (280)
Robust mean-squared error estimation in the presence of model uncertainties (2005) (243)
The projective method for solving linear matrix inequalities (1994) (240)
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems (2006) (236)
Scenario Approximations of Chance Constraints (2006) (230)
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems (2002) (223)
ROBUST SOLUTIONS TO UNCERTAIN PROGRAMS (1999) (200)
On maximization of quadratic form over intersection of ellipsoids with common center (1999) (196)
Functional aggregation for nonparametric regression (2000) (190)
Interior-point methods for optimization (2008) (188)
On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty (2002) (179)
Robust Modeling of Multi-Stage Portfolio Problems (2000) (174)
EFFICIENT METHODS IN CONVEX PROGRAMMING (2007) (172)
Several NP-hard problems arising in robust stability analysis (1993) (172)
Conditional gradient algorithms for norm-regularized smooth convex optimization (2013) (170)
On sparse representation in pairs of bases (2003) (167)
Advances in convex optimization: conic programming (2006) (159)
Several NP-hard problems arising in robust stability analysis (1993) (143)
On verifiable sufficient conditions for sparse signal recovery via ℓ1 minimization (2008) (143)
The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography (2001) (143)
5 First-Order Methods for Nonsmooth Convex Large-Scale Optimization , I : General Purpose Methods (2010) (139)
Validation analysis of mirror descent stochastic approximation method (2012) (136)
Non-euclidean restricted memory level method for large-scale convex optimization (2005) (118)
Linear minimax regret estimation of deterministic parameters with bounded data uncertainties (2004) (109)
The regularizing properties of the adjoint gradient method in ill-posed problems (1987) (109)
On safe tractable approximations of chance constraints (2012) (108)
Optimal methods of smooth convex minimization (1986) (90)
Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint (2000) (88)
Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces (2008) (88)
Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions (1999) (86)
On estimation of the Lr norm of a regression function (1999) (86)
Stochastic Approximation approach to Stochastic Programming (2013) (82)
Accuracy Certificates for Computational Problems with Convex Structure (2010) (80)
Sums of random symmetric matrices and quadratic optimization under orthogonality constraints (2007) (78)
Some Problems on Nonparametric Estimation in Gaussian White Noise (1987) (78)
Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVI - 1996 (1997) (76)
On first-order algorithms for l1/nuclear norm minimization (2013) (75)
Robust Semidefinite Programming ∗ (2008) (74)
On lower complexity bounds for large-scale smooth convex optimization (2013) (70)
ON POLYNOMIAL APPROXIMATION OF FUNCTIONS ON HILBERT SPACE (1973) (66)
On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities (2009) (63)
An interior-point method for generalized linear-fractional programming (1995) (63)
Potential Reduction Polynomial Time Method for Truss Topology Design (1994) (59)
The Design and Implementation of COSEM, an Iterative Algorithm for Fully 3D Listmode Data (2001) (57)
Chapter Fourteen. Robust Adjustable Multistage Optimization (2009) (57)
On tractable approximations of randomly perturbed convex constraints (2003) (53)
Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (2013) (51)
The design and implementation of COSEN, an iterative algorithm for fully 3-D listmode data (2001) (49)
Extended Matrix Cube Theorems with Applications to µ-Theory in Control (2003) (47)
Non-asymptotic confidence bounds for the optimal value of a stochastic program (2016) (46)
On complexity of matrix scaling (1999) (43)
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm (2007) (42)
Foreword: special issue on robust optimization (2006) (42)
Polynomial approximation of functions in a Hilbert space (1973) (41)
Adaptive de-noising of signals satisfying differential inequalities (1997) (40)
On nonparametric tests of positivity/monotonicity/convexity (2002) (40)
Accuracy Guarantees for ℓ1-Recovery (2010) (39)
Robust energy cost optimization of water distribution system with uncertain demand (2014) (36)
Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems (1996) (35)
Dual subgradient algorithms for large-scale nonsmooth learning problems (2013) (32)
Nonparametric estimation by convex programming (2009) (32)
Cascading — an approach to robust material optimization (2000) (31)
Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles (2013) (30)
Finding the stationary states of Markov chains by iterative methods (2015) (30)
Participation in auctions (2007) (30)
Verifiable conditions of ℓ1-recovery for sparse signals with sign restrictions (2009) (29)
A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems (2011) (28)
Hypothesis testing by convex optimization (2013) (28)
On Parallel Complexity of Nonsmooth Convex Optimization (1994) (28)
Accuracy guaranties for ` 1 recovery of block-sparse signals (2012) (26)
Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators (2015) (26)
Statistical Inference via Convex Optimization (2020) (24)
An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems (2005) (22)
Robust Dissipativity of Interval Uncertain Linear Systems (2002) (21)
Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming (2006) (20)
Efficient methods for robust classification under uncertainty in kernel matrices (2012) (20)
Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods (1998) (19)
The long-step method of analytic centers for fractional problems (1997) (19)
Sparse non Gaussian component analysis by semidefinite programming (2011) (18)
Robust solutions to conic quadratic problems and their applications (2008) (18)
Randomized first order algorithms with applications to ℓ1-minimization (2013) (17)
On self-concordant convex–concave functions (1999) (17)
Self-Concordant Barriers for Convex Approximations of Structured Convex Sets (2010) (17)
Duality of linear conic problems (2003) (17)
“Cone-free” primal-dual path-following and potential-reduction polynomial time interior-point methods (2005) (16)
On nonparametric estimation of functions satisfying differential inequalities (1992) (15)
On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing (2010) (14)
On unified view of nullspace-type conditions for recoveries associated with general sparsity structures (2012) (13)
On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs (2001) (13)
Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem (1991) (12)
Robust dissipativity of interval uncertain systems (2004) (12)
Nonparametric Denoising of Signals with Unknown Local Structure, I: Oracle Inequalities (2008) (12)
Regular Banach Spaces and Large Deviations of Random Sums (2004) (12)
Accuracy guaranties for $\ell_1$ recovery of block-sparse signals (2011) (11)
Nonparametric denoising signals of unknown local structure, II: Nonparametric function recovery (2010) (11)
Hypothesis testing via affine detectors (2016) (11)
6. Interior Point Polynomial Time Methods for Linear Programming, Conic Quadratic Programming, and Semidefinite Programming (2001) (10)
Axiomatic description of Laplace operator for functions on Hilbert space (1969) (10)
Change Detection via Affine and Quadratic Detectors (2016) (10)
Primal Central Paths and Riemannian Distances for Convex Sets (2008) (9)
Probability-constrained approach to estimation of random Gaussian parameters (2005) (9)
On polynomiality of the method of analytic centers for fractional problems (1996) (9)
Convex Parameter Recovery for Interacting Marked Processes (2020) (9)
On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise (1991) (9)
Central path and Riemannian distances (2003) (9)
On complexity of Shmoys-Swamy class of two-stage linear stochastic programming problems (2006) (9)
Tutorial: Mirror Descent Algorithms for Large-Scale Deterministic and Stochastic Convex Optimization (2012) (8)
On detecting harmonic oscillations (2013) (8)
An Interior Point Algorithm for Truss Topology Design (1993) (8)
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators (2021) (8)
Near-optimality of linear recovery in Gaussian observation scheme under $\Vert \cdot \Vert_{2}^{2}$-loss (2016) (7)
Absence of Eigenvalues for Quasi-Periodic Lattice Operators with Liouville Frequencies (2016) (7)
A New Conjugate Gradient Algorithm Incorporating Adaptive Ellipsoid Preconditioning (2004) (7)
Near-optimality of linear recovery from indirect observations (2017) (7)
Structural Design via Semidefinite Programming (2008) (6)
Convex Recovery of Marked Spatio-Temporal Point Processes (2020) (6)
Mirror Prox Algorithm for Multi-Term Composite Minimization and Alternating Directions (2013) (6)
On the accuracy of l1-filtering of signals with block-sparse structure (2011) (6)
Conditional gradient algorithms for norm-regularized smooth convex optimization (2014) (5)
Nonparametric denoising Signals of Unknown Local Structure, II: Nonparametric Regression Estimation (2009) (5)
Verifiable Conditions of L1-recovery of Sparse Signals with Sign Restriction (2009) (5)
` 1 Minimization via Randomized First Order Algorithms (2010) (5)
On the quality of SDP approximations of uncertain SDP programs (1998) (4)
Conditional gradient algorithms for regularized learning (2012) (4)
On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms (2012) (4)
On a certain chain of algebras on a Hilbert sphere (1971) (4)
On polyhedral estimation of signals via indirect observations (2018) (4)
Validation analysis of mirror descent stochastic approximation method (2011) (4)
On sequential hypotheses testing via convex optimization (2014) (4)
Adaptive Recovery of Signals by Convex Optimization (2015) (4)
ROBUST OPTIMIZATION. 2009: PRINCETON UNIVERSITY PRESS. [56]TSAI, W.-H., ET AL., A MCDM APPROACH FOR SOURCING STRATEGY MIX DECISION IN IT PROJECTS (2010) (3)
Structural Design via Semidefinite Programming 1 ) (2000) (3)
Structure-Blind Signal Recovery (2016) (3)
Motzkin Transposition Theorem (2009) (3)
Estimating linear and quadratic forms via indirect observations (2016) (3)
Denoising Signals of Unknown Local Structure (2005) (3)
5. Computational Tractability of Convex Programs (2001) (3)
3. Conic Quadratic Programming (2001) (2)
Near-optimal recovery of linear and N-convex functions on unions of convex sets (2018) (2)
1. Linear Programming (2001) (2)
Accuracy Guarantees for � �-Recovery (2011) (2)
Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators (2016) (2)
Randomized first order algorithms with applications to ℓ1-minimization (2012) (1)
On sequential hypotheses testing via convex optimization (2015) (1)
Accuracy Guarantees for <formula formulatype="inline"> <tex Notation="TeX">$\ell_1$</tex></formula>-Recovery (2011) (1)
Tractable relaxations and efficient algorithmic techniques for large-scale optimization (2011) (1)
4. Semidefinite Programming (2001) (1)
Hypothesis testing via Euclidean separation (2017) (1)
ON NONPARAMETRIC TESTS OF POSITIVITY/MONOTONICITY/CONVEXITY BY ANATOLI JUDITSKY (2002) (1)
Acceleration of the path-following method for optimization over the cone of positive semidefinite matrices (1993) (1)
On Spatial Adaptive Nonparametric Estimation of Functions Satisfying Differential Inequalities (1996) (1)
3. Path-Following Interior-Point Methods (1994) (1)
7. Variational Inequalities with Monotone Operators (1994) (1)
Tight computationally efficient approximation of matrix norms with applications (2021) (1)
6. Applications in Convex Optimization (1994) (1)
Radio-relay and satellite transmission systems (1986) (1)
Solving large scale polynomial convex problems on ℓ1/nuclear norm balls by randomized first-order algorithms (2012) (1)
Foreword: special issue on nonsmooth optimization and applications (2009) (0)
Chapter Ten. Approximating Chance Constrained CQIs and LMIs (2009) (0)
On statistical applications of l1-recovery (2009) (0)
On Semi-Stochastic Model for Multi-Stage Decision Making Under Uncertainty (2019) (0)
On polynomiality of the method of analyitc centers for fractional problems (1996) (0)
2. From Linear Programming to Conic Programming (2001) (0)
Arkadi Nemirovski (2019) (0)
Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems (2009) (0)
Robust energy cost optimization of water distribution system with uncertain demand (2014) (0)
On Design of Polyhedral Estimates in Linear Inverse Problems (2022) (0)
Appendix C: Solutions to Selected Exercises (2009) (0)
Aggregating estimates by convex optimization (2021) (0)
Nonparametric testing by convex optimization (2013) (0)
1 ROBUST MODELING OF MULTI-STAGE PORTFOLIO PROBLEMS (2004) (0)
Appendix A: Notation and Prerequisites (2009) (0)
Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (2015) (0)
Discussion on: "Why Is Resorting to Fate Wise? A Critical Look at Randomized Algorithms in Systems and Control" (2010) (0)
Chapter Thirteen. Robust Markov Decision Processes (2009) (0)
Aggregating regular norms (2022) (0)
Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems (2009) (0)
Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts (2009) (0)
Dual Algorithms for Large-Scale Learning Problems (2014) (0)
Convex Programming: Algorithms (2021) (0)
Adaptive Denoising of Signals with Shift-Invariant Structure (2018) (0)
Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs (2009) (0)
Rejoinder of “Hypothesis testing by convex optimization” (2015) (0)
Hypothesis testing by convex optimization (extended version) (2013) (0)
Sparse non Gaussian component analysis by semidefinite programming (2013) (0)
Minimax Confidence Intervals for Pointwize Nonparametric Regression Estimation (2009) (0)
Appendix B: Some Auxiliary Proofs (2009) (0)
Minimization via Randomized First Order Algorithms (2011) (0)
Spatial adaptive estimation on Sobolev balls (2000) (0)
On Testing Positivity / Monotonicity / Convexity of nonparametric Signals (1999) (0)
Aggregation of estimates, II (2000) (0)
Semidefinite Programming and Structural Optimization (2009) (0)
Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints (2009) (0)
Dual subgradient algorithms for large-scale nonsmooth learning problems (2013) (0)
Estimating regression functions from Hölder balls (2000) (0)
Chapter Fifteen. Selected Applications (2009) (0)
Submitted to the Annals of Applied Probability NONPARAMETRIC ESTIMATION BY CONVEX PROGRAMMING By (2008) (0)
Guaranteed bounds for L1-recovery (2010) (0)
Estimating signals satisfying differential inequalities (2000) (0)
Constant Depth Decision Rules for Multistage Stochastic Convex Programs (2020) (0)
Indicators of the accuracy and credibility of measurement results and their standardiztion (1973) (0)
Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs (2009) (0)
Center and direction of the axis of nonsymmetrical sections and their determination using a cyclogram (1971) (0)
Nomogram for determining the error in differential-manometer flowmeters (1963) (0)
Nonparametric estimation by convex optimization (2007) (0)
Method for automatic testing of scale instruments (1968) (0)
Approximation error in discrete measurements of continuous quantities (1963) (0)
Differential method of plotting frequency characteristics of pneumatic pressure-measuring transformers (1972) (0)
Measurement of a meniscus profile (1966) (0)
5. How to Construct Self-Concordant Barriers (1994) (0)
Introduction to Linear Optimization (2023) (0)
Statistical method for establishing intervals between tests (1965) (0)
Chapter Five. Uncertain Conic Optimization: The Concepts (2009) (0)
Chapter Twelve. Robust Classi¯cation and Estimation (2009) (0)
Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles (2015) (0)
2 Problem I : Hypotheses testing (2007) (0)
Determining the optimum number of rental instruments and distribution of rental bases (1971) (0)
4. Potential Reduction Interior-Point Methods (1994) (0)
Sums of Random Symmetric Matrices and Applications (2004) (0)
New approximating polynomials for the treatment of measurement results (1965) (0)
Estimating functionals, I (2000) (0)
On the general theory of the Laplace—Levy operator (1974) (0)
8. Acceleration for Linear and Linearly Constrained Quadratic Problems (1994) (0)
Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems (2009) (0)
2. Self-Concordant Functions and Newton Method (1994) (0)
Establishing the intervals of independence between values of separate functionals (1970) (0)
Communication systems and radio-relay lines (1980) (0)
Minimax regret estimation in linear models (2004) (0)
Measuring pulsating gas-flows (1961) (0)
A quasioptimum, discrete representation of Gaussian random processes (1976) (0)
Selection of the number of check points on an instrument scale (1961) (0)
Accuracy of indirect measurements involving multiplication and discrete integration (1961) (0)
Analysis of the manufacturing error of a discrete-action integrator (1959) (0)
Radiation design in computed tomography via convex optimization (2023) (0)
Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints (2009) (0)
Accuracy guaranties and optimal l1 recovery of sparse signals (2012) (0)
1/nuclear norm minimization (2013) (0)
Application of convex optimization to statistical estimation and test (2011) (0)
Constant Depth Decision Rules for multistage optimization under uncertainty (2020) (0)
GUARANTIES FOR l 1 RECOVERY OF BLOCK-SPARSE SIGNALS By (2022) (0)
Multiparameter long-step interior methods for convex problems (1994) (0)
Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems (2009) (0)
Generalized generalized linear models: Convex estimation and online bounds (2023) (0)

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Arkadi Nemirovski's Academic­Influence.com Rankings