Speaker
Stephen Boyd
Samsung Professor in the School of Engineering , Professor of Electrical Engineering ,Member Institute for Computational and Mathematical Engineering Stanford University
Title
"Convex Optimization "
Abstract
Convex optimization has emerged as a useful tool for applications that include data analysis and model fitting, machine learning and statistics, resource allocation, engineering design, network design and optimization, finance, and control and signal processing. We give an overview of the basic mathematics, algorithms, and software frameworks for convex optimization, and give a few examples. We describe real-time embedded convex optimization, in which small convex optimization problems are solved repeatedly in time frames measured in milliseconds.
About Speaker
Stephen Boyd is the Samsung Professor of Engineering, Professor of Electrical Engineering in the Information Systems Laboratory, and chair of the Electrical Engineering Department at Stanford University. He has courtesy appointments in the Department of Management Science and Engineering and the Department of Computer Science, and is a member of the Institute for Computational and Mathematical Engineering. His current research focus is on convex optimization applications in control, signal processing, machine learning, and finance.
Professor Boyd received an AB degree in Mathematics, summa cum laude, from Harvard University in 1980, and a PhD in EECS from U. C. Berkeley in 1985. In 1985 he joined the faculty of Stanford's Electrical Engineering Department. He has held visiting Professor positions at Katholieke University (Leuven), McGill University (Montreal), Ecole Polytechnique Federale (Lausanne), Tsinghua University (Beijing), Universite Paul Sabatier (Toulouse), Royal Institute of Technology (Stockholm), Kyoto University, Harbin Institute of Technology, NYU, MIT, UC Berkeley, CUHK-Shenzhen, City University of Hong Kong, and IMT Lucca. He holds honorary doctorates from Royal Institute of Technology (KTH), Stockholm, and Catholic University of Louvain (UCL).