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Roman Polyak

Professor
SEOR Dept., MS4A6
George Mason University
4400 University Drive
Fairfax, VA 22030
703-993-1685
rpolyak@gmu.edu
http://mason.gmu.edu/~rpolyak/


Education
  • Ph.D, Mathematics , Central Institute for Economics and Mathematics, USSR Academy of Sciences, Moscow.
  • M Sc., Mathematics and Physics (honors), Zgitomir University. Ukraine.

Research
  • Nonlinear and Linear Optimization (Exterior -Interior Point Methods), Game Theory, Mathematical Economics.

Books
  • Convex Programming 1967 (with S.Zuchovitsky and M.Primak)
  • The Newton Method in Optimization Theory. ZNANIA Kiev 1978.
  • Controlled Processes for Optimization and Equilibrium Problems.
  • VINITI , Moscow 1986.

Selected Articles
  • Nonlinear Rescaling vs. Smoothing Technique in Convex Optimization", Mathematical Programming, 92 ,197-235 , 2002.
  • "Log-Sigmoid multipliers method in constrained optimization," Annals of Operations Research 101 ,427-460 ,2001
  • "Nonlinear Rescaling in Discrete Minimax," Nonsmooth / Nonconvex Mechanics: Modeling, Analysis, Numerical Methods, D. Gao, R. Ogden, G. Stavroulakis (eds.), Kluwer Academic Publisher, 2000 (with I. Griva, J. Sobieski).
  • Modified Barrier-Augmented Lagrangian Method for Constrained Minimization," Computational Optimization and Applications, 14, p 55-74, 1999 (with D. Goldfarb, K. Mints, I. Yuzefovich)
  • "Nonlinear Rescaling and Proximal-like Methods in Convex Programming," Mathematical Programming 76 (1997) 265-284, with M. Teboulle
  • "Modified Barrier Functions" (Theory and Methods), Mathematical Programming, 54, No. 2, pp. 177-222, 1992.

Professional Awards
  • National Science Foundation 1993,1994,1997,2000
  • NASA 1996,1998
  • Fulbright Scholarship Award 2001
  • Member of the New York Academy of Sciences.

 


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