Jonathan Eckstein

E-mail: user name jeckstei host rci domain suffix

  • How to reach me
  • Webumé
  • BAIT Major (Business Analytics and Information Technology)
  • Course websites
  • Grants, Projects, Service, and Other Professional Activity
  • Publications
  • Downloadable doctoral dissertation
  • YASAI simulation add-in for Excel
  • Miscellaneous

    Permanent Address (both Business School and RUTCOR)

    100 Rockafeller Road, Room 5145
    Livingston Campus
    Rutgers University
    Piscataway, NJ 08854 USA

    Voice: (848) 445-0510
    Fax: (732) 445-1133


  • I am a (tenured) professor in the MSIS (Management Science and Information Systems) department, Rutgers Business School, Rutgers University, with my office on the New Brunswick campus. I was department vice-chair July 2008 through June 2011. I am a member of RUTCOR, where I also have an office.

  • In Fall 2014, I was elected a fellow of INFORMS.

  • Until going on sabbatical in the 2014-2015 academic year, I was coordinator of Rutgers' BAIT major. This major graduated its first students in 2014. RBGA named me "Best BAIT Professor" for the 2013-2014 academic year.

  • With William E.Hart and Cynthia Phillips, I won the 2006 INFORMS COIN-OR Cup.

  • I won the 2003 Thomas H. Mott, Jr. award for excellence in teaching, by vote of Rutgers' undergraduate business majors.

  • For the 2000-2001 and 2007-2008 academic years, I was on sabbatical at the ORFE Department at Princeton University.

  • Prior to Rutgers, I spent about four years as a research scientist at the now-defunct Thinking Machines Corporation. The firm produced parallel supercomputers and associated software. Much of its technology was acquired by Sun Microsystems and Oracle (which, very much later, merged together).

  • Prior to Thinking Machines, I taught for two years at Harvard Business School.

  • Before that, I obtained Masters (1986) and Ph.D. (1989) degrees in Operations Research from MIT, at the Operations Research Center. My dissertation advisor was Dimitri Bertsekas.

  • Before that, I worked as a programmer/analyst at Xenergy, Inc (since acquired by another firm). In particular, I was the lead developer for XenCAP, and responsible for the software design of RECAP. The firm describes these software products as pivotal in Xenergy's history. Xenergy claims XenCAP has been used to perform energy audits of over two billion square feet of commercial building space, and RECAP has been used to energy-audit over 3.5 million homes.

  • My undegraduate degree was in Mathematics, from Harvard University (1980, Phi Beta Kappa, Magna Cum Laude)

  • I am a member of the The Mathemetical Programming Society, INFORMS and its Computing Society, and SIAM.

    Grants, Projects, and Service, and Other Professional Activities

    I have served several times on the board of the INFORMS Computing Society, and have been its representative to the INFORMS subdivision council.

    Principal investigator of the following grants:

  • National Science Foundation grant CCR-9902092, in the Computer-Communications Research program of the "CISE" directorate, 1999-2004.
  • National Science Foundation grant CCF-1115638, in the Computer-Communications Foundations program of the "CISE" directorate, 2011-2015.
  • Air Force Office of Scientific Research grant FA9550-11-1-0164, Optimization and Discrete Mathematics Program, 2011-2015 (Andrzej Ruszczynski, co-PI).
  • Air Force Office of Scientific Research grant FA9550-15-1-0251, Optimization and Discrete Mathematics Program, 2015-2018 (Andrzej Ruszczynski, co-PI).
  • I participate in the ACRO software project at Sandia National Labs: I have contributed extensively to PEBBL (for which I am project leader) and PICO; I have also made some (much less extensive) contributions to UTILIB.

    I am on the editorial boards of Computational Optimization and Applications and Optimization Methods and Software, and I am technical editor for Mathematical Programming Computation.

    I am a technical editor for Mathematical Programming Computation.

    Publications and Working Papers

    Note: This list is fairly comprehensive but not completely exhaustive. I am the lead or sole author unless otherwise indicated.
    A Simplified Form of Block-Iterative Operator Splitting, and an Asynchronous Algorithm Resembling the Multi-Block ADMM
    Optimization Online working paper 2016-7-5533, July 2016
    Approximate Versions of the Alternating Direction Method of Multipliers, with Wang Yao
    Optimization Online working paper 2016-01-5276, January 2016.
    Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions, with Patrick L. Combettes (first author)
    ArXiv preprint 1507.03291 and Optimization Online preprint 2015-07-5005, July 2015, updated November 2015. Accepted to Mathematical Programming, June 2016.
    Multilevel Optimization Modeling for Risk-Averse Stochastic Programming, with Deniz Eskandani and Jingnan Fan
    INFORMS Journal on Computing, 28(1):112-128 (2016), plus online supplement.
    PEBBL: An Object-Oriented Framework for Scalable Parallel Branch and Bound, with William E. Hart and Cythia A. Phillips
    Mathematical Programming Computation, 7(4):429-429 (2015). Longer version available as RUTCOR Research Report RRR 9-2013, September 2013.
    A Bundle Method for Exploiting Additive Structure in Difficult Optimization Problems, with Welington de Oliveira (lead author)
    E-print 2015-05-4935, Optimization Online, May 2015.
    Object-Parallel Infrastructure for Implementing First-Order Methods, with an Example Application to LASSO, with György Mátyásfalvi
    E-print 2015-01-4748, Optimization Online, January 2015.
    Understanding the Convergence of the Alternating Direction Method of Multipliers: Theoretical and Computational Perspectives, with Wang Yao.
    Pacific Journal on Optimization, 11(4):619-644 (2015). Expanded version available at Optimization Online.
    PEBBL 1.4.1 User's Guide, with William E. Hart and Cythia A. Phillips
    RUTCOR Research Report RRR 2-2014, September 2014.
    Time Consistency Versus Law Invariance in Multistage Stochastic Optimization with Coherent Risk Measures: Multilevel Optimization Modeling and Computational Complexity
    RUTCOR Research Report RRR 7-2013, August 2013.
    Augmented Lagrangian and Alternating Direction Methods for Convex Optimization: A Tutorial and Some Illustrative Computational Results
    RUTCOR Research Report RRR 32-2012, December 2012.
    Complexity of Bilevel Coherent Risk Programming
    RUTCOR Research Report RRR 17-2012, April 2012.
    A Practical Relative Error Criterion for Augmented Lagrangians
    with Paulo J.S. Silva. Mathematical Programming 141(1):319-348 (2013).
    An Improved Branch-and-Bound Method for Maximum Monomial Agreement
    with Noam Goldberg. INFORMS Journal on Computing, 24(2):328-341 (2012).
    Sparse Weighted Voting Classifier Selection and its LP Relaxations
    with Noam Goldberg (lead author). Information Processing Letters 112:481-486 (2012)
    Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
    with Stephen Boyd (lead author), Neal Parikh, Eric Chu, and Borja Peleato. Foundations and Trends in Machine Learning, 3(1):1-122 (2011).
    Boosting Classifiers with Tightened L0-Relaxation Penalties
    with Noam Goldberg. Proceedings of the the 27th International Conference on Machine Learning (ICML 2010), 383-390 (2010).
    Proximal Methods for Nonlinear Programming: Double Regularization and Inexact Subproblems
    with Paulo J.S. Silva. Computational Optimization and Applications, 46(2):279-304 (2010).
    General Projective Splitting Methods for Sums of Maximal Monotone Operators
    with B.F. Svaiter, SIAM Journal on Control and Optimization, 48(2):787-811 (2009).
    An Improved Branch-and-Bound Method for Maximum Monomial Agreement
    with Noam Goldberg. OPT 2008 Optimization for Machine Learning Workshop, Neural Information Processing Systems Workshop (NIPS08), December 2008.
    Optimal Information Monitoring under a Politeness Constraint
    with Avigdor Gal and Sarit Reiner. INFORMS Journal on Computing 20(1):3-20 (2008).
    Arrival Rate Approximation by Nonnegative Cubic Splines
    with Farid Alizadeh (first author), Nilay Noyan, and Gabor Rudolf. Operations Research, 56(1):140-156 (2008).
    A Family of Projective Splitting Methods for the Sum of Two Maximal Monotone Operators
    with B.F. Svaiter. Mathematical Programming 111(1-2):173-199 (2008).
    Pivot, Cut, and Dive: A Heuristic for Mixed 0-1 Integer Programming
    with Mikhail Nediak. Journal of Heuristics 13(5):471-503 (2007).
    Massively Parallel Mixed-Integer Programming: Algorithms and Applications
    with William E.Hart and Cynthia Phillips. In Parallel Processing for Scientific Computing, M.A. Heroux, P. Raghavan, and H.D. Simon, editors, SIAM Books, November 2006.
    PEBBL 1.0 User Guide
    with Cynthia A. Phillips and William E. Hart. July 2006. RUTCOR Research Report RRR 19-2006, August 2006.
    Double-Regularization Proximal Methods, with Complementarity Applications
    with Paulo J.S. Silva (lead author). Computational Optimization and Applications 33(2-3):115-156 (2006).
    Depth-Optimized Convexity Cuts
    with Mikhail Nediak. Annals of Operations Research 139:95-129 (2005)
    Scheduling of Data Transcription in Periodically Connected Databases
    with Avigdor Gal (lead author) and Zachary Stoumbos, Stochastic Analysis and Applications 21(5):1021-1058 (2003).
    A Practical General Approximation Criterion for Methods of Multipliers Based on Bregman Distances
    Mathematical Programming 96(1):61-86 (2003).
    The Maximum Box Problem and its Application to Data Analysis
    with Peter L. Hammer, Ying Liu, Mikhail Nediak, and Bruno Simeone. Computational Optimization and Applications, 23(3):285-298 (2002).
    YASAI: Yet Another Add-In for Teaching Elementary Monte Carlo Simulation in EXCEL
    with Steven T. Riedmueller. INFORMS Transactions on Education 2(2),
    Managing Periodically Updated Data in Relational Databases: A Stochastic Modeling Approach
    with Avigdor Gal (lead author). Journal of the ACM, 46(6):1141-1183 (2001).
    A letter to the editor published by the New York Times on December 10, 2000.
    PICO: An Object-Oriented Framework for Parallel Branch and Bound
    with Cynthia A. Phillips and William E. Hart. Proceedings of the Workshop on Inherently Parallel Algorithms in Optimization and Feasibility and their Applications, Studies in Computational Mathematics, Elsevier Scientific, 219-265 (2001). Older versions available as RUTCOR Research Report RRR 40-2000, August 2000, and report SAND2000-3000, Sandia National Laboratories, December 2000.
    Rescaling and Stepsize Selection in Proximal Methods using Separable Generalized Distances
    with Paulo J.S. Silva (lead author) and Carlos Humes Jr.. SIAM Journal on Optimization, 12(1):238-261 (2001).
    Smooth Methods of Multipliers for Monotone Complementarity Problems
    with M. C. Ferris. Mathematical Programming, 86(1):65-90 (1999).
    Approximate Iterations in Bregman-Function-Based Proximal Algorithms
    Mathematical Programming, 83(1) 113-123 (1998).
    Operator Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control
    with M. C. Ferris. INFORMS Journal on Computing, 10(2):218-235 (1998).
    Resource Management in a Parallel Mixed Integer Programming Package
    with William E. Hart and Cynthia A. Phillips. Proceedings of the Intel Supercomputer Users Group Conference, Albuquerque, NM, June 11-13, 1997.
    How Much Communication Does Parallel Branch and Bound Need?
    INFORMS Journal on Computing, 9(1):15-29 (1997).
    Distributed versus Centralized Storage and Control for Parallel Branch and Bound: Mixed Integer Programming on the CM-5
    Computational Optimization and Applications, 7(2):199-220 (1997).
    Parallel Computing
    Encyclopedia of Operations Research and Management Science, S. I. Gass and C. M. Harris, eds., Kluwer Academic, Boston, 483-485 (1996). Revised for second edition (2001).
    Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2
    with I. Boduroglu, L. Polymenakos, and D. Goldfarb. ORSA Journal on Computing 7(4):402-416 (1995).
    Parallel Computing in Network Optimization
    with D. P. Bertsekas (lead author), D. Castanon, and S. A. Zenios. Network Models, M. O. Ball, T. L. Magnanti, C. L. Monma, and G. L. Nemhauser, eds., Handbooks in Operations Research and Management Science 7, Elsevier Scientific, Amsterdam, 331-399 (1995).
    Control Strategies for Parallel Mixed Integer Branch and Bound
    Proceedings of Supercomputing'94, IEEE Computer Society Press, Los Alamitos, CA, 41-48 (1994).
    Parallel Branch-and-Bound Methods for Mixed-Integer Programming on the CM-5
    SIAM Journal on Optimization 4(4):794-814 (1994). This article includes and supersedes Thinking Machines technical report TMC-257, which persists in many out-of-date reference lists.
    Some Reformulations and Applications of the Alternating Direction Method of Multipliers
    with M. Fukushima. In Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn, P. M. Pardalos, eds., Kluwer Academic, Dordrecht, 115-134 (1994).
    Parallel Branch-and-Bound Methods for Mixed Integer Programming
    SIAM News 27(1):1,12-15 (1994). Available in revised form as Chapter 13 of the collection Applications on Advanced Architecture Computers, Greg Astfalk, editor, SIAM Books, 1996.
    Some Saddle-Function Splitting Methods for Convex Programming
    Optimization Methods and Software 4:75-83 (1994).
    Alternating Direction Multiplier Decomposition of Convex Programs
    Journal of Optimization Theory and Applications 80(1):39-62 (1994).
    Stochastic Dedication: Designing Fixed-Income Portfolios using Massively Parallel Benders Decomposition
    with R. S. Hiller (lead author). Management Science 39(11):1422-1438 (1993).
    The Alternating Step Method for Monotropic Programming on the Connection Machine 2
    ORSA Journal on Computing 5(1):84-96 (1993).
    Nonlinear Proximal Point Algorithms using Bregman Functions, with Applications to Convex Programming
    Mathematics of Operations Research 18(1):202-226 (1993).
    Large-Scale Parallel Computing, Optimization, and Operations Research: A Survey
    ORSA Computer Science Technical Section Newsletter 14(2), 1, 8-12, 25-28 (1993).
    On the Douglas-Rachford Splitting Method and the Proximal Point Algorithm for Maximal Monotone Operators
    with D. P. Bertsekas. Mathematical Programming 55(3):293-318 (1992).
    Dual Coordinate Step Methods for Linear Network Flow Problems
    with D. P. Bertsekas. Mathematical Programming 42(2):203-243 (1988).
    Distributed Asynchronous Relaxation Methods for Linear Network Flow Problems
    with D. P. Bertsekas. Proceedings of the International Federation of Automatic Control (IFAC), Munich (1987).
    Optimization of Group Line-Haul Operations for Motor Carriers Using Twin Trailers
    with Y. Sheffi. Transportation Research Record 1120:12-23 (1987).

    Doctoral Dissertation

    By popular demand, you can now download copies of my doctoral dissertation.


  • I am the parent of an autistic child. If you would like to join the fight against autism, I suggest supporting Autism Speaks or an intensive ABA/DTT/Verbal Behavior provider or consultant.

  • I play the tenor saxophone -- mostly jazz, but recently some Brazilian music.

  • I also play some jazz-like guitar in a much more amateurish way.

  • Here are my musical toys (instruments)...

  • Musical performances and sheet music dedicated to the memory of Paul Tseng.

  • The blog that ate New Jersey

  • The "vi" text editor is for troglodytes. I strongly recommend the GNU EMACS text editor.

  • Back when mastodons roamed New Jersey, memory really was "core", and it was measured in K, I was a member of the R.E.S.I.S.T.O.R.S. computer club, and even president during some of its waning days.

  • My favorite movie is Black Orpheus. I know it is not a very accurate picture of Brazil, but it is incredible cinema with wonderful music.

  • Pointers to some of my favorite music.

  • Miscellaneous friends and relatives on the web:

  • "Homestar runner" -- accept no substitutes! (Caution: requires "flash" and contains (sort of) adult language)