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The technology of convex optimization

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Abstract:
Convex optimization is being used increasingly in a variety of engineering disciplines. This development started around 1990 with the emergence of efficient interior-point methods for nonlinear convex optimization. The resulting interest in convex optimization led to the discovery of numerous new applications, and the recognition that convex optimization problems are much more common in practice than previously thought. The talk will give an overview of recent work that aims at removing some obstacles that still limit the adoption of convex optimization as an essential numerical tool in engineering practice. We will discuss specialized algorithms that take advantage of common types of problem structure in semidefinite programming, and illustrate their effectiveness with examples from control and signal processing. We will also discuss progress on a software package for embedded convex optimization.

Type of Seminar:
Symposium on Control and Computation
Speaker:
Prof. Lieven Vandenberghe
University of California, Los Angeles, USA
Date/Time:
Jun 28, 2005   8:15 am
Location:

ETH-Zentrum, Gloriastrasse 35, Zurich, Building ETZ, Room E6
Contact Person:

Prof. M. Morari
No downloadable files available.
Biographical Sketch:
Lieven Vandenberghe studied Electrical Engineering at the Katholieke Universiteit Leuven, Belgium, where he receceived the Ph.D degree in 1992. He has held postdoctoral appointments at K.U.Leuven and Stanford University. In 1997 he joined the Electrical Engineering Department of the University of California, Los Angeles, where he is now Associate Professor. His research interests are in mathematical optimization and its applications in system and control theory, signal processing and circuit design.