Don Goldfarb

Don Goldfarb

Donald Goldfarb's teaching and research interests include algorithms for linear, quadratic, semidefinite, convex and general nonlinear programming, network flows, large sparse systems, and applications in machine learning, robust optimization, imaging, and finance. He is a co-creator of the BFGS method, the steepest-edge simplex method and the Goldfarb-Idnani QP method.

Goldfarb has been a faculty member at Columbia Engineering since 1982. He served as Interim dean of the School in 2012-2013, executive vice dean in 2011-2012, acting dean in 1994-95, and chair of the IEOR Department from 1984 to 2002.

He has published more than 120 technical papers and served on the editorial boards of several journals, including editor in chief of Math Programming, editor of the SIAM (Society for Industrial and Applied Mathematics) Journal on Optimization and the SIAM Journal on Numerical Analysis, and associate editor of Operations Research and Mathematics of Computation. He has been a member of the councils of the Mathematical Programming Society and the American Mathematical Society, numerous technical society program and award committees, and advisory committees to various universities and government research agencies.

Before coming to Columbia, Goldfarb held positions as professor and acting chair in the Department of Computer Science at the City College of New York, visiting professor in the Department of Computer Science and at the School of ORIE at Cornell University, and assistant research scientist at the Courant Institute of Mathematical Sciences of New York University. Goldfarb earned a BChE from Cornell in 1963 and MA and PhD from Princeton in 1965 and 1966, respectively.

Goldfarb is a Member of the National Academy of Engineering, a recipient of the INFORMS  John Von Neumann Theory Prize for Fundamental, Sustained Contributions to Theory in Operations Research and the Management Sciences, the Khachiyan Prize for Life-time Accomplishments in Optimization, and 1995 Prize for Research Excellence in the Interface between Operations Research and Computer Science. He is a SIAM Fellow, and was cited in 2014 by Thomson Reuters as one of World’s Most Influential Scientific Minds (specifically, among the top 1% most cited researchers in Mathematics between 2002 and 2012).

Don Goldfarb's Retirement Celebration Event