Subject to: Donald Goldfarb

Hi, Don. Hi, Anand. So how are you today?

Very good. And you? I'm

good.

Good, good.

Yeah. So today my guest is Don Goldfarb. He's an Avanessian professor in the IEOR department at Columbia University. He is internationally recognized for the development and analysis of efficient and practical algorithms for solving various classes of optimization problems, including the BFGS quasi-Newton method for unconstrained optimization, steepest-edge simplex algorithms for linear programming, and the Goldfarb-Idnani algorithm for convex quadratic programming. Don has also developed highly cited methods for image denoising, compressed sensing, matrix rank minimization, and robust portfolio selection. In addition, he has developed simplex and combinatorial algorithms for network flow problems, interior point methods for linear quadratic and conic programming, and alternating linearization methods for some of convex functions. He's a SIAM Fellow, a member of the National Academy of Engineering, and he was awarded the INFORMS John von Neumann Theory Prize in 2017, the Hachian Prize in 2013 for Lifetime Accomplishments in Optimization, the INFORMS Prize for the Research Excellence in the Interface between OR and CS in 1995, and was listed in the world's most influential scientific minds in 2014, hence being among the 99 most cited mathematicians between 2002 and 2012. Don has served as an editor-in-chief of mathematical programming and as editor of several important journals in the fields of OR and optimization, such as, for example, the SIAM Journal on Optimization. Don, it's an incredible honor to have you here. You are one of the legends of the field. Thank you very, very much for accepting the invitation.

Well, thank you for inviting me.

Yeah. So let's begin. John, you were born in 1941 in the US. You just turned 85. Which part of the country are you originally from?

Well, that's where I'm from. And I lived basically my whole life in New York, except, of course, when I was in... undergraduate and graduate schools. So I was at Cornell. I was at Princeton. I've lived for a year in England, that sort of thing. But I've always been a New Yorker. I grew up in Brooklyn, in not a chic part of Brooklyn. Now Brooklyn's very chic. In those days, it was, you know, a lot of neighborhoods. I lived in a pretty tough neighborhood. That's where Mike Tyson lived, you know. Brownsville and East New York. And anyway, I moved to Queens when I was just about 13. At that time, I could tell you I was admitted to Stuyvesant, which was the high school that anyone who was interested in math would want to go to. You had to get in, of course, by a test. But it was too much of a trip to get there. You had to take buses, a couple buses, trains. You know, it would take at least two hours. So I just went to the local high school, which wasn't very, nothing special to talk about.

So you're essentially a new orker. You were born and raised there and you have established yourself.

In Queens, I lived... near the border with nassau county which means it's as far away from the center you know from brooklyn and from manhattan than you can get in queens just about

i'm really curious to hear about your