"LMI Optimization with Applications in Control"
by Didier Henrion (Laas CNRS-Toulouse, FRANCE)
This is a course for graduate students or researchers with a background in linear control systems, linear algebra and convex optimization.
The focus is on semidefinite programming (SDP), or optimization over linear matrix inequalities (LMIs), an extension of linear programming to the cone of positive semidefinite matrices. Since the 1990s, LMI methods have found numerous applications mostly in combinatorial optimization, systems control and signal processing.
The course will be presented over 6 lectures between April 26 and May 5, 2010. Lectures will take place in Leuven.
Dates : April 26 (afternoon), 27, 28 and May 03 (afternoon), 04, 05.
(afternoon: 2:00-5:00)
More info on the
course website.
