Professor Goldfarb is internationally recognized for his contributions to the field of optimization, and in particular for the development and analysis of efficient and practical algorithms for solving various classes of optimization problems. His most well-known and widely used algorithms include steepest-edge simplex algorithms for linear programming, the BFGS quasi-Newton method for unconstrained optimization, and the Goldfarb-Idnani algorithm for convex quadratic programming. He has also developed simplex and combinatorial algorithms for network flow problems, and interior-point methods for linear, quadratic and second-order cone programming. His recent work on robust optimization for portfolio selection, algorithms for image de-noising, compressed sensing and machine learning is very highly cited.

 

Professor Goldfarb joined the IEOR Department at Columbia in 1982, serving as Chair for eighteen years from 1984-2002, after having spent 14 years on the faculty of the Department of Computer Sciences, which he co-founded, at the City College of New York. He served as Interim Dean of Columbia’s School of Engineering and Applied Science during the 1994-95 and 2012-13 academic years and its Executive Vice Dean in the Spring 2012 semester. He currently holds the Avanessians Chair in IEOR and is a SIAM Fellow. He was awarded the Khachiyan Prize in 2013 and the Prize for Research Excellence in the Interface between OR and CS in 1995 by INFORMS, and is listed in The World’s Most Influential Scientific Minds, 2014, as being among the 99 most cited mathematicians between 2002 and 2012.