Topic: Convex Optimization

Speaker: Prof. Stephen Boyd

Guest MC: Prof. Wang Zizhuo

Date: November 26, 2024 (Tuesday)

Time: 3:00 p.m. - 4:15 p.m.

Venue: SIN Wai Kin International Conference Centre(W201), West Wing, Administration Building

Language: English

Abstract: 

Convex optimization has emerged as 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 describe 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.

Speaker Profile:

Samsung Professor in the School of Engineering

Professor of Electrical Engineering

Member of Institute for Computational and Mathematical Engineering

Stanford University