Professor Henry Wolkowicz has been selected as a SIAM Fellow for contributions to convex optimization and matrix theory. Fellowships honour SIAM members who have made outstanding contributions to the fields served by the organization.
Henry has been a professor in the Combinatorics and Optimization department since 1986. He has made fundamental contributions in optimization and linear algebra, and in the interaction of the two in the field of semidefinite programming. His contributions to these areas began in the 1980s, even though semidefinite programming became a hot topic only in the past 20 years. One highlight of his scholarly work is the development (with Helmberg, Rendl and Vanderbei) of an interior point method for semidefinite programming. Although it was one of the first methods in this arena, the Helmberg et al. method is still the most widely used method for SDP today. In 2000, Henry co-edited, with Saigal and Vandenberghe, the Handbook of Semidefinite Programming. Another highlight has been his influential body of papers on the distance geometry problem, that is, recovering coordinates of a distribution of points given only a partial list of inter-point distances.
Henry has served as chair of the SIAM Activity Group on Optimization, on the SIAM Council, and the board of the International Linear Algebra Society. He also serves on the editorial boards of numerous journals including Mathematics of Operations Research, SIAM Journal on Optimization, and Journal of Combinatorial Optimization.