Donald Goldfarb
Professor
Industrial Engineering and Operations Research
Columbia University
United States of America
Biography
Donald Goldfarb, the Alexander and Hermine Avanessians Professor of Industrial Engineering and Operations Research, has been a faculty member at Columbia Engineering since 1982. He served as Interim Dean of SEAS in 2012-2013, Executive Vice Dean in 2011-2012, Acting Dean of SEAS in 1994-95, and chair of the IEOR Department from 1984 to 2002.
Research Interest
"Finance/Financial Engineering Machine Learning Mathematical Programming Optimization"
Publications
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"Extension of Davidon's variable metric method to maximization under linear inequality and equality constraints," SIAM J Applied Math. 17: 739-763
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Lapidus L (1968) Conjugate gradient method for nonlinear programming problems with linear constraints Fundamentals 7: 142-151.
