Professor Donald Goldfarb Wins the John von Neumann Theory Prize

Oct 23 2017 | By Holly Evarts | Photo by Eileen Barroso

Donald Goldfarb, Alexander and Hermine Avanessians Professor of Industrial Engineering and Operations Research (IEOR), has won the John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS). He shares the prize with Jorge Nocedal, professor of industrial engineering and management sciences at Northwestern’s McCormick School of Engineering, in recognition of “their fundamental contributions, theoretical and practical, that have, and continue to have, a significant impact on the field of optimization.” These contributions cover a full range of topics, from modeling to mathematical analysis to breakthroughs in scientific computing.

Donald Goldfarb

“I am so proud to have my lifelong work recognized by such a preeminent award,” Goldfarb says. “Joining an illustrious group from Columbia Engineering which includes Cy Derman, Ward Whitt, and Martin Reiman, is a dream come true. I am honored to be included in such distinguished company.”

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 robust optimization, finance, and imaging. As a leader in his field, Goldfarb was named the inaugural Alexander and Hermine Avanessians Professor in 2002. INFORMS notes that Goldfarb’s “deep research contributions tie together the theoretical and the very practical in traditional linear and nonlinear programming, interior point methods, and the newly in vogue methods developed for signal processing and machine learning; and doing all that through a unique understanding of the fundamental issues in each and all of these areas. His contributions to the field are exceptionally broad, very influential and long-lasting.”

The acclaimed BFGS method, proposed by Goldfarb in 1970 (G is short for Goldfarb) and variants of it have been important tools in training machine-learning models for tasks as varied as image and speech recognition, anomaly detection, and self-driving cars. Goldfarb and his students are currently working on developing new BFGS variants for these models. Other recent methods of his have been useful for de-noising images and reducing the amount of radiation needed to obtain MRI and CT scans.

“The John von Neumann Theory Prize is the most prestigious theory prize in operations research and I cannot think of any one more deserving of this honor than Don,” says Garud Iyengar, IEOR professor and department chair. “Don’s work has yielded extraordinary results in a broad range of areas. These results are both mathematically beautiful and have deeply impacted practice. We are very lucky to have Don as an esteemed colleague and proud to call him a friend.”

Goldfarb has published more than 100 technical papers and served on the editorial boards of several journals, including editor in chief of Mathematical Programming, editor of the SIAM (Society for Industrial and Applied Mathematics) Journal on Optimizationand 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.

He has been a faculty member at Columbia Engineering since 1982, chair of the IEOR Department from 1984 to 2002, and executive vice dean in 2012. He served as interim dean at Columbia Engineering twice, from 1994 to 1995 and from 2012 to 2013.

In 1995, Goldfarb was awarded the Institute for Operations Research and Management Sciences Prize for Research Excellence in the interface between operations research and computer science. He also was honored with the 1999 Great Teachers Award from the Society of Columbia Graduates.

In 2012 Goldfarb was named a SIAM Fellow, in 2013 awarded the INFORMS Khachiyan Prize for Life-time Accomplishments in Optimization, and, in 2014, named one of the World's Most Influential Scientific Minds by Thomson Reuters as one of the 99 most highly cited researchers in mathematics between 2002 and 2012. 

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 Operations Research and Industrial Engineering at Cornell University, and assistant research scientist at the Courant Institute of Mathematical Sciences of New York University.

Goldfarb earned a B.Ch.E. from Cornell in 1963 and M.A. and Ph.D. from Princeton in 1965 and 1966, respectively.

Named for mathematician John von Neumann, the John von Neumann Theory Prize was established by INFORMS in 1975. It is awarded annually to an individual or group who has made fundamental, sustained contributions to theory in operations research and the management sciences—for a body of work that has stood the test of time—rather than a single piece.  Six former winners have gone on to win Nobel Prizes in Economics, including the legendary mathematician John Nash.