Naum Zuselevich Shor (Russian: Наум Зуселевич Шор) (1 January 1937 – 26 February 2006) was a Soviet and Ukrainian mathematician specializing in optimization.
N. Z. Shor is well known for his method of generalized gradient descent with space dilation in the direction of the difference of two successive subgradients (the so-called r-algorithm), that was created in collaboration with Nikolay G.
Yudin, who developed a careful complexity analysis of its approximation properties for problems of convex minimization with real data.
However, it was Leonid Khachiyan who provided the rational-arithmetic complexity analysis, using an ellipsoid algorithm, that established that linear programming problems can be solved in polynomial time.
Shor's r-algorithm is for unconstrained minimization of (possibly) non-smooth functions,[3] which has been somewhat popular despite an unknown convergence rate.