Dimitri Bertsekas
Encyclopedia
Dimitri Bertsekas is an applied mathematician
and computer scientist
, and a professor at the department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology
(MIT), Cambridge, Massachusetts
.
and lived his childhood there. He studied for five years at the National Technical University of Athens
, Greece (a time that, by his account, was spent mostly in playing poker
and chess
, and dating his future wife Ioanna), for about a year and a half at the George Washington University
, Wash.DC (at night, while working as a research engineer), and for about two years at MIT, where he obtained his doctorate in system science. He also taught for three years at the Engineering-Economic Systems Dept. of Stanford University
, and for five years at the Electrical and Computer Engineering Dept. of the University of Illinois at Urbana-Champaign
.
He is known for his research work, and for his fourteen textbooks and monographs in theoretical and algorithmic optimization
and control
, and in applied probability
. His work ranges from theoretical/foundational work, to algorithmic analysis and design for optimization problems, and to applications such as data communication and transportation networks, and electric power generation. He is featured among the top 100 most cited computer science authors in the CiteSeer
search engine academic database and digital library. In 1995, he co-founded, a publishing company, Athena Scientific that among others, publishes most of his books.
In the late 90s Bertsekas developed a strong interest in digital photography
. His photographs have been exhibited on several occasions at M.I.T., and can also be accessed from his www site http://web.mit.edu/dimitrib/www/home.html.
and Computer Science
for his book "Neuro-Dynamic Programming" (co-authored with J. N. Tsitsiklis); the 2000 Greek National Award for Operations Research
; and the 2001 ACC John R. Ragazzini Education Award for outstanding contributions to education. In 2001, he was elected to the US National Academy of Engineering
for "pioneering contributions to fundamental research, practice and education of optimization
/control theory
, and especially its application to data communication networks". In 2009, he was awarded the 2009 INFORMS Expository Writing Award for his ability to "communicate difficult mathematical concepts with unusual clarity, thereby reaching a broad
audience across many disciplines. "
all of which are used widely for classroom instruction in many universities including MIT, have been published in multiple editions, and have been translated in foreign languages.
He has also written several widely referenced research monographs, which collectively contain most of his research. These include:
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
and computer scientist
Computer scientist
A computer scientist is a scientist who has acquired knowledge of computer science, the study of the theoretical foundations of information and computation and their application in computer systems....
, and a professor at the department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology
Massachusetts Institute of Technology
The Massachusetts Institute of Technology is a private research university located in Cambridge, Massachusetts. MIT has five schools and one college, containing a total of 32 academic departments, with a strong emphasis on scientific and technological education and research.Founded in 1861 in...
(MIT), Cambridge, Massachusetts
Cambridge, Massachusetts
Cambridge is a city in Middlesex County, Massachusetts, United States, in the Greater Boston area. It was named in honor of the University of Cambridge in England, an important center of the Puritan theology embraced by the town's founders. Cambridge is home to two of the world's most prominent...
.
Biography
Dimitri P. Bertsekas was born in GreeceGreece
Greece , officially the Hellenic Republic , and historically Hellas or the Republic of Greece in English, is a country in southeastern Europe....
and lived his childhood there. He studied for five years at the National Technical University of Athens
National Technical University of Athens
The National Technical University of Athens , sometimes simply known as Athens Polytechnic, is among the oldest and most prestigious higher education institutions of Greece....
, Greece (a time that, by his account, was spent mostly in playing poker
Poker
Poker is a family of card games that share betting rules and usually hand rankings. Poker games differ in how the cards are dealt, how hands may be formed, whether the high or low hand wins the pot in a showdown , limits on bet sizes, and how many rounds of betting are allowed.In most modern poker...
and chess
Chess
Chess is a two-player board game played on a chessboard, a square-checkered board with 64 squares arranged in an eight-by-eight grid. It is one of the world's most popular games, played by millions of people worldwide at home, in clubs, online, by correspondence, and in tournaments.Each player...
, and dating his future wife Ioanna), for about a year and a half at the George Washington University
George Washington University
The George Washington University is a private, coeducational comprehensive university located in Washington, D.C. in the United States...
, Wash.DC (at night, while working as a research engineer), and for about two years at MIT, where he obtained his doctorate in system science. He also taught for three years at the Engineering-Economic Systems Dept. of Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
, and for five years at the Electrical and Computer Engineering Dept. of the University of Illinois at Urbana-Champaign
University of Illinois at Urbana-Champaign
The University of Illinois at Urbana–Champaign is a large public research-intensive university in the state of Illinois, United States. It is the flagship campus of the University of Illinois system...
.
He is known for his research work, and for his fourteen textbooks and monographs in theoretical and algorithmic optimization
Optimization (mathematics)
In mathematics, computational science, or management science, mathematical optimization refers to the selection of a best element from some set of available alternatives....
and control
Control
Control is the ability to purposefully direct, or suppress, change.Control can also refer to:-Literature:*Tinker, Tailor, Soldier, Spy, "Control" was the head of the Circus, a stand-in for MI-6, in the 1974 British spy novel by John le Carré...
, and in applied probability
Applied probability
Much research involving probability is done under the auspices of applied probability, the application of probability theory to other scientific and engineering domains...
. His work ranges from theoretical/foundational work, to algorithmic analysis and design for optimization problems, and to applications such as data communication and transportation networks, and electric power generation. He is featured among the top 100 most cited computer science authors in the CiteSeer
CiteSeer
CiteSeer was a public search engine and digital library for scientific and academic papers. It is often considered to be the first automated citation indexing system and was considered a predecessor of academic search tools such as Google Scholar and Microsoft Academic Search. It was replaced by...
search engine academic database and digital library. In 1995, he co-founded, a publishing company, Athena Scientific that among others, publishes most of his books.
In the late 90s Bertsekas developed a strong interest in digital photography
Digital photography
Digital photography is a form of photography that uses an array of light sensitive sensors to capture the image focused by the lens, as opposed to an exposure on light sensitive film...
. His photographs have been exhibited on several occasions at M.I.T., and can also be accessed from his www site http://web.mit.edu/dimitrib/www/home.html.
Awards and honors
Bertsekas was awarded the INFORMS 1997 Prize for Research Excellence in the Interface Between Operations ResearchOperations research
Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology by organizations...
and Computer Science
Computer science
Computer science or computing science is the study of the theoretical foundations of information and computation and of practical techniques for their implementation and application in computer systems...
for his book "Neuro-Dynamic Programming" (co-authored with J. N. Tsitsiklis); the 2000 Greek National Award for Operations Research
Operations research
Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology by organizations...
; and the 2001 ACC John R. Ragazzini Education Award for outstanding contributions to education. In 2001, he was elected to the US National Academy of Engineering
National Academy of Engineering
The National Academy of Engineering is a government-created non-profit institution in the United States, that was founded in 1964 under the same congressional act that led to the founding of the National Academy of Sciences...
for "pioneering contributions to fundamental research, practice and education of optimization
Optimization (mathematics)
In mathematics, computational science, or management science, mathematical optimization refers to the selection of a best element from some set of available alternatives....
/control theory
Control theory
Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems. The desired output of a system is called the reference...
, and especially its application to data communication networks". In 2009, he was awarded the 2009 INFORMS Expository Writing Award for his ability to "communicate difficult mathematical concepts with unusual clarity, thereby reaching a broad
audience across many disciplines. "
Textbooks and research monographs
Bertsekas' textbooks include- Dynamic Programming and Optimal Control (1996)
- Data Networks (1989, co-authored with Robert G. GallagerRobert G. GallagerRobert Gray Gallager is an American electrical engineer known for his work on information theory and communications networks. He was elected an IEEE Fellow in 1968 and a member of the National Academy of Engineering in 1979. He received the Claude E. Shannon Award from the IEEE Information Theory...
) - Nonlinear Programming (1996)
- Introduction to Probability (2003, co-authored with J. N. Tsitsiklis)
all of which are used widely for classroom instruction in many universities including MIT, have been published in multiple editions, and have been translated in foreign languages.
He has also written several widely referenced research monographs, which collectively contain most of his research. These include:
- Stochastic Optimal Control: The Discrete-Time Case (1978, co-authored with S. E. Shreve), a mathematically complex work, establishing the measure-theoretic foundations of dynamic programming and stochastic control.
- Constrained Optimization and Lagrange Multiplier Methods (1982), the first monograph that addressed comprehensively the algorithmic convergence issues around augmented LagrangianAugmented Lagrangian methodAugmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems; the difference is that the augmented Lagrangian...
and sequential quadratic programmingSequential quadratic programmingSequential quadratic programming is an iterative method for nonlinear optimization. SQP methods are used on problems for which the objective function and the constraints are twice continuously differentiable....
methods. - Parallel and Distributed Computation: Numerical Methods (1989, co-authored with J. N. Tsitsiklis), which among others established the fundamental theoretical structures for the analysis of distributed asynchronous algorithms.
- Linear Network Optimization (1991) and Network Optimization: Continuous and Discrete Models (1998), which among others discuss comprehensively the class of auction algorithmAuction algorithmThe term "auction algorithm" applies to several variations of a combinatorial optimization algorithm which solves assignment problems, and network optimization problems with linear and convex/nonlinear cost. An auction algorithm has been used in a business setting to determine the best prices on a...
s for assignmentAssignment problemThe assignment problem is one of the fundamental combinatorial optimization problems in the branch of optimization or operations research in mathematics...
and network flowNetwork flowIn graph theory, a flow network is a directed graph where each edge has a capacity and each edge receives a flow. The amount of flow on an edge cannot exceed the capacity of the edge. Often in Operations Research, a directed graph is called a network, the vertices are called nodes and the edges are...
optimization, developed by Bertsekas over a period of 20 years starting in 1979. - Neuro-Dynamic Programming(1996, co-authored with J. N. Tsitsiklis), which laid the theoretical foundations for suboptimal approximations of highly complex sequential decision-making problems.
- Convex Analysis and Optimization (2002, co-authored with A. Nedic and A. Ozdaglar) and Convex Optimization Theory (2009), which provided a new line of development for optimization duality theory, a new connection between the theory of Lagrange multipliersLagrange multipliersIn mathematical optimization, the method of Lagrange multipliers provides a strategy for finding the maxima and minima of a function subject to constraints.For instance , consider the optimization problem...
and nonsmooth analysis, and a comprehensive development of incremental subgradient methods.
Free books to download
- Network Optimization
- Data Networks
- Approximate Dynamic Programming
- Constrained Optimization and Lagrange Multiplier Methods
- Parallel and Distributed Computation: Numerical Methods
- Stochastic Optimal Control: The Discrete-Time Case
External links
- Publications from Google ScholarGoogle ScholarGoogle Scholar is a freely accessible web search engine that indexes the full text of scholarly literature across an array of publishing formats and disciplines. Released in beta in November 2004, the Google Scholar index includes most peer-reviewed online journals of Europe and America's largest...
. - Publications from DBLPDBLPDBLP is a computer science bibliography website hosted at Universität Trier, in Germany. It was originally a database and logic programming bibliography site, and has existed at least since the 1980s. DBLP listed more than 1.3 million articles on computer science in January 2010...
. - Biography from National Academy of EngineeringNational Academy of EngineeringThe National Academy of Engineering is a government-created non-profit institution in the United States, that was founded in 1964 under the same congressional act that led to the founding of the National Academy of Sciences...
- Bertsekas' home page at MIT
- Athena Scientific
- Laboratory for Information and Control Systems, MIT
- Department of Electrical Engineering and Computer Science, MIT