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Obituary: Olvi L. Mangasarian

By Michael Ferris and Stephen Wright

Olvi L. Mangasarian, 1934-2020. Photo courtesy of Claire Mangasarian.
Olvi L. Mangasarian, John von Neumann Professor Emeritus of Mathematics and Computer Sciences at the University of Wisconsin-Madison, passed away on March 15, 2020 due to complications from a fall and subsequent stroke. He was a pioneer, leader, and icon in the field of mathematical programming, with over 50 years of fundamental contributions to all aspects of continuous optimization — ranging from abstract theory to practical applications. Olvi’s work impacted generations of applied mathematicians and engineers, introduced new avenues of research, sparked excitement in applied subjects, and inspired countless young minds. His dedicated service to the Department of Computer Sciences at UW-Madison—and the broad applied mathematics community as a whole—exemplified the spirit and mission of a great academic.

Olvi was born in Baghdad, Iraq, in 1934. His parents were Armenian refugees who had fled the Armenian genocide in the Ottoman Empire in 1915. Olvi attended the Jesuit Baghdad College and American University of Beirut before completing his final two years of undergraduate work on full scholarship at Princeton University, where he majored in civil engineering. He graduated from Princeton as a member of Phi Beta Kappa with a B.S.E. in 1954 and an M.S.E. in 1955. Olvi then studied applied mathematics at Harvard University, where he experienced the promise and frustrations of the emerging computer age. While at Harvard, he worked on the UNIVAC—a room-sized computer powered by vacuum tubes that continually required replacement—and used punch cards that at times cascaded helter-skelter across the floor. He received his Ph.D. from Harvard in 1959.

That same year, Olvi married Claire Garabedian, solidifying an alliance that ended only with his passing. They first resided in Berkeley, Calif., where Olvi worked at Shell Development Company. In 1967, they moved to Madison, Wis., when Olvi joined the faculty of the Department of Computer Sciences at UW-Madison.

Early in his career, Olvi wrote a seminal paper on linear and nonlinear separation of patterns by linear programming. Published in 1965, this paper provided the foundation of the mathematical programming approach to data mining and knowledge discovery. Olvi revisited this subject in the late 1980s, amassing a great following and cementing optimization’s fundamental role in the important applied domain of data science. As computing capabilities improved, he began exploring methods for data classification, which he employed to determine the malignancy of biopsied breast tissue samples. This effort ultimately yielded a remarkably successful decision support system that was used in in clinical practice.

Olvi remained a central figure in continuous optimization throughout his career. One famous contribution, the Mangasarian-Fromovitz constraint qualification (MFCQ) for nonlinear programming (published in 1967), lies at the heart of constrained optimization. Subsequent research has indicated that the MFCQ can be extended to infinite-dimensional settings and is precisely the right condition to guarantee metric regularity — a form of regular behavior of the feasible set under the constraints’ deformations. It has thus enabled many subsequent advances in nonlinear programming.

In 1969, Olvi published Nonlinear Programming, a classic monograph that was reprinted in 1994 as part of SIAM’s Classics in Applied Mathematics series. This textbook remains an invaluable resource for students and a basic reference for researchers.

Olvi achieved numerous fundamental results throughout his career, most notably in the areas of linear and nonlinear programming, complementarity problems, variational inequalities, error bounds for inequality systems, and parallel optimization. His work is known for its elegance, enormous impact, and foundational role in copious subsequent extensions.

From 1970 until about 1990, Olvi and several colleagues (including Ben Rosen, Stephen Robinson, and Robert Meyer) organized a series of conferences in Madison, Wis., first on nonlinear programming and later on parallel optimization. These meetings were important events in their fields and attracted top researchers from around the world, as well as junior researchers and students. They inspired the introduction and discussion of many exciting ideas and are remembered vividly by those who participated.

During his time at UW-Madison, Olvi mentored 28 Ph.D. students and was chair of the Department of Computer Sciences for three years. Following his retirement from the university, Olvi spent the winter months in San Diego, Calif., where he worked as a research scientist at the University of California, San Diego.

From 1969-1984, Olvi served on the editorial boards of the SIAM Journal on Control and Optimization and SIAM Journal on Optimization. He was a corresponding editor from 1985-1993. Olvi became a SIAM Fellow in 2011 and was recognized for his efforts to advance the application of mathematics to science and industry. He also received the 2000 Frederick W. Lanchester Prize from INFORMS for his research on machine learning and data mining, among other honors.

Olvi’s love of classical music began in his college years and continued throughout his life. Like many mathematicians, he was partial to the Baroque period. Johann Sebastian Bach topped his playlist, and concerts at the Wisconsin Union Theater were a particular delight.

Olvi was an inspirational person who will be greatly missed by the Department of Computer Sciences at UW-Madison, which he helped shape over many years of service, and by his many friends and admirers in the optimization community. He is survived by his wife Claire; sons Leon, Jeffrey, and Aram; and six grandchildren.


This obituary was adapted in part from a tribute by the Department of Computer Sciences at the University of Wisconsin-Madison, which published in March.

Michael Ferris and Stephen Wright are professors in the Department of Computer Sciences at the University of Wisconsin-Madison.

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