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301 405 3596
On Modern Convex Optimization
Dr. Andre L. Tits
Professor, Electrical and Computer Engineering, Univ. of Maryland
May 16, 2008, 2:00 p.m.
A.V. Williams Building, Rm. 2460
Convex optimization has evolved by leaps and bounds over the past quarter century. A large class of problems of practical interest (in areas as diverse as automatic control, signal processing, estimation, communication networks, circuit design, statistics, and finance) were found to be either convex or amenable to reformulation as convex problems. At the same time, a quasi-revolution was taking place in the development and analysis of effective and efficient methods for the solution of such problems, in particular interior-point methods, starting with the ground-breaking work of Nesterov and Nemirovski.
In the first part of this talk, some highlights of modern convex optimization will be reviewed. In the second part, recent advances made at the University of Maryland will be discussed, with special attention paid to problems with many more inequality constraints than variables. No prior familiarity with convex optimization will be assumed.
Andre L. Tits was born in Verviers, Belgium on April 13, 1951. He received the `Ingenieur Civil' degree from the University of Liege, Belgium and the M.S. and Ph.D. degrees from the University of California, Berkeley, all in Electrical Engineering, in 1974, 1979, and 1980, respectively. Since 1981, Dr. Tits has been with the University of Maryland, College Park. Currently, he is a Professor of Electrical Engineering and he holds a permanent joint appointment with the Institute for Systems Research. He has held visiting positions at the University of California, Berkeley, at the Lund Institute of Technology, at INRIA, at the Catholic University of Louvain, Louvain-la-Neuve, Belgium and at the Australian National University.
Dr. Tits's main research interests lie in various aspects of numerical optimization. He has been an Associate Editor, an Associate Editor at Large, and the Editor for Technical Notes and Correspondence of the IEEE Transactions on Automatic Control, and an Associate Editor of Systems and Control Letters. He currently is the Editor for Rapid Publications of Automatica (the IFAC Journal), and an Associate Editor of Optimization and Engineering, Computational Optimization and Applications, and Operations Research. He received a 1985 NSF Presidential Young Investigator Award. He is a Fellow of the Institute of Electrical and Electronics Engineers (IEEE).
Faculty Host: Dr. Reza Ghodssi
This Event is For: Public • Campus • Clark School