Donald Goldfarb
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BornNovember 14, 1941
New York City
KnownforBFGS algorithm
Donald Goldfarb | |
|---|---|
| Born | November 14, 1941 New York City |
| Known for | BFGS algorithm |
| Awards | John von Neumann Theory Prize |
| Academic background | |
| Education | Cornell (BChE - 1963) Columbia (MA - 1965) Columbia (PhD - 1966) |
| Thesis | A Conjugate Gradient Method for Nonlinear Programming (1966) |
| Doctoral advisor | Leon Lapidus[1] |
| Academic work | |
| Discipline | mathematics |
| Sub-discipline | optimization |
Donald Goldfarb (born August 14, 1941 in New York City)[2] is an American mathematician, best known for his works in mathematical optimization and numerical analysis. He is one of the developers of the BFGS algorithm.[3] He is a recipient of the Von Neumann Theory Prize and Khachiyan Prize.