Erik Jonsson
School of Engineering & Computer Science
The University of texas at Dallas



October 30, 2015

STEPHEN BOYD // Stanford University

Convex Optimization: From Embedded Real-Time to Large-Scale Distributed

Convex optimization has emerged as a useful tool for applications that include data analysis and model fitting, resource allocation, engineering design, network design and optimization, finance, and control and signal processing.

After an overview, the talk will focus on two extremes: real-time embedded convex optimization, and distributed convex optimization. Code generation can be used to generate extremely efficient and reliable solvers for small problems that can execute in milliseconds or microseconds and are ideal for embedding in real-time systems. At the other extreme, we describe methods for large-scale distributed optimization, which coordinate many solvers to answer enormous problems.

Dr. Stephen P. Boyd is the Samsung Professor of Engineering, in the Information Systems Laboratory, Electrical Engineering Department, Stanford University. He holds courtesy appointments in the departments of Computer Science and Management Science and Engineering, and is a member of the Institute for Computational Mathematics and Engineering. His current interests include convex programming applications in control, machine learning, signal processing, finance and circuit design.

He received an AB degree in mathematics, summa cum laude, from Harvard University in 1980, and a PhD in electrical engineering and computer sciences from U. C. Berkeley in 1985. He holds an honorary PhD from Royal Institute of Technology, Stockholm. He is the author of many papers and several books, including Convex Optimization (with Lieven Vandenberghe, 2004), and many open source software packages (including CVX, with Michael Grant), all available at his website, which is visited more than 1.6 million times per year. He is a fellow of the IEEE (Institute of Electrical and Electronics Engineers) and SIAM (Society for Industrial and Applied Mathematics), and a member of the National Academy of Engineering.

11 a.m. in TI Auditorium (ECSS 2.102).
Refreshments at 10:45 a.m. in the lobby.

FOR MORE INFORMATION, contact Jayar Medlock at 972.883.2236 or [email protected]