A native of Grand Rapids Michigan, Vanderbei went to Rensselaer Polytechnic Institute in 1973 for his undergraduate education. He graduated in 1976 with a BS in Chemistry and an MS in Operations Research and Statistics. From RPI he went to Cornell to pursue a PhD in Applied Mathematics, which he completed in 1981. In his thesis, he developed probabilistic potential theory for random fields consisting of tensor products of Brownian motions.
In 1981, he was awarded a National Science Foundation postdoctoral research fellowship to further study probability theory at New York University's Courant Institute of Mathematical Sciences. After the one-year fellowship, Vanderbei took a teaching postdoctoral position in the Mathematics department at the University of Illinois in Champaign-Urbana.
When that position ended in 1984, he left academia and took a job at Bell Labs. There he became involved in developing a new algorithm for optimization. This new algorithm created tremendous excitement at AT&T and the business community in general as optimization is an essential tool in many analytical business models.
AT&T patent lawyers saw gold in this new algorithm and pursued patent protection. Eventually, Vanderbei received three patents for his work. These patents were controversial at the time since many viewed algorithms to be mathematics ''invented by God'' and therefore not patentable. Today, mathematical algorithms are routinely protected by patents.
In May of 1985, he became a founding team member of AT&T's Advanced Decision Support Systems venture, which was created to exploit these new advances in linear programming. His role on the team was to be the lead developer. He quickly saw that the business model was wildly optimistic and he realized that the optimization-bubble was eventually going to burst. So in 1987 he left the development team and moved to the Bell Labs' Math Research Center in Murray Hill NJ (and the bubble did eventually burst).
In 1990, Vanderbei moved to academia to teach at Princeton University.
During the academic year 1992-1993, Henry Wolkowicz spent his sabbatical at Princeton and Franz Rendl made an extended visit. During this year, a paper by Farid Alizadeh on semidefinite programming (SDP) appeared. Vanderbei, Wolkowicz, and Rendl realized that this was going to be a very important new area. They wrote one of the first papers on the subject. In that paper, they developed an interior-point algorithm for SDP and reported some preliminary computational results. The algorithm became known as the HKM algorithm and stood as the best algorithm for SDP for several years. The paper is one of the most cited papers in the field of semidefinite programming.
In 1995, working with colleague John Mulvey and Mulvey's former student Stavros Zenios, Vanderbei wrote a paper entitled Robust optimization of large-scale systems. A few years later (in 2000), Ronnie Ben-Tal and Arkady Nemirovsky wrote a follow-up paper on the subject at which point this new subfield of optimization really took off. The paper by Mulvey, Vanderbei, and Zenios stands as the most frequently referenced paper on robust optimization.
Since 2001, much of Vanderbei's research has been devoted to design concepts for the yet-to-be-built space telescope called the Terrestrial Planet Finder.
Vanderbei is currently a full professor in the department of Operations Research and Financial Engineering (ORFE). Since July of 2005 he has been chair of the department. In addition to his appointment in ORFE, he also has "courtesy" appointments in Mathematics, Astrophysics, Computer Science, and Applied Mathematics. He is also a member of the Bendheim Center for Finance.
Vanderbei is the author of a widely adopted textbook on Linear Programming and the author of a popular software package for nonlinear optimization called LOQO.
Vanderbei received widespread attention for something that was only intended to be an exercise for the freshman computer programming course that he sometimes teaches. The US News and World Report magazine, among other media outlets, reprinted his so-called "Purple America" map, which he made after the 2000 (and then subsequent) elections to depict on a county-by-county level how the elections turned out. (The Purple America map usually comes up first in a Google images search on the keyword Princeton.)
In addition to his research interests in probability and optimization, Vanderbei also was a serious glider pilot for many years. From 1988 to 1999 he was chief flight instructor for the Central Jersey Soaring Club. In 1999, he ''retired'' from soaring and took up the hobby of astrophotography. He regularly posts new astroimages on his astro gallery website.