Igor Griva Assistant Professor Office: Research I, Room 344 Phone: (703) 993-4511 Fax: (703) 993-1491 E-mail: igriva@gmu.edu Personal Homepage: mason.gmu.edu/~igriva

Education

• Ph.D., 2002, George Mason University, Nonlinear Optimization

• M.S., 1995, Moscow State University, Mathematical Models in Economics

• B.A., 1994, Moscow State University
  

Research

• Nonlinear Optimization and Applications

Selected Publications

• Global Convergence of an Exterior-Point Method for Constrained Optimization, with D. Shanno, R. Vanderbei, H. Benson. Algorithmic Operations Research, 3 (1), pp. 12-29, 2008

• 1.5-Q-Superlinear Convergence of an Exterior-Point Method for Constrained Optimization, with R. Polyak. Journal of Global Optimization, 40 (4), pp. 679-695, 2008

• Support Vector Machine via Nonlinear Rescaling Method, with R. Polyak, S. Ho. Optimization Letters, 1, pp 367-378, 2007

• Primal-Dual Nonlinear Rescaling Method with Dynamic Scaling Parameter Update, with R. Polyak. Mathematical Programming 106 (2), pp 237-259, 2006

• Case Studies in Optimization: Catenary Problem, with R. Vanderbei. Optimization and Engineering, 6 (4), 2005

• Primal-Dual Nonlinear Rescaling Method for Convex Optimization, with R. Polyak. Journal of Optimization Theory and Applications, 122 (1), 2004, pp. 111-156

• Numerical Experiments with an Interior-Exterior Point Method for Nonlinear Programming.  Computational Optimization and Applications, 29 (2), 2004, pp. 173-195

• Optimal Transformer Tap Selection Using Modified Barrier-Augmented Lagrangian Method, with M. Adibi, R. Polyak, L. Mili and S. Ammari.  IEEE Transactions on Power Systems, 18 (1), pp. 251-257

Professional Awards and Invitations

• The Caesarea Edmond Benjamin De Rotschild Foundation Award.  Invited talk "Numerical aspects of the Primal-Dual Nonlinear Rescaling methods for constrained optimization", Center for Advanced Comuter Science (HIACS), University of Haifa