OPTEC - K.U.Leuven Center of Excellence: Optimization in Engineering

Second Simon Stevin Lecture on Optimization in Engineering

"Convex Optimization" 
Stephen Boyd (Stanford University, USA)



Abstract:                       Slides

Joint work with Lieven Vandenberghe and Michael Grant

In this talk I will give an overview of general convex optimization, which can be thought of as an extension of linear programming, and some recently developed subfamilies such as second-order cone, semidefinite, and geometric programming.  Like linear programming, we have a fairly complete duality theory, and very effective numerical methods for these problem classes; in addition, recently developed software tools considerably reduce the effort of specifying and solving convex optimization problems. There is a steadily expanding list of new applications of convex optimization, in areas such as circuit design, signal processing, statistics, machine learning, communications, control, finance, and other fields.  Convex optimization is also emerging as an important tool for hard, non-convex problems, where it can be used to generate lower bounds on the optimal value, and as a heuristic method for generating suboptimal points.

Bibliographical Information:
Stephen P. Boyd is the Samsung Professor of Engineering, and Professor of Electrical Engineering in the Information Systems Laboratory at Stanford University. His current research focus is on convex optimization applications in control, signal processing, and circuit design.
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), Qinghua University (Beijing), Universite Paul Sabatier (Toulouse), Royal Institute of Technology (Stockholm), Kyoto University, and Harbin Institute of Technology. He holds an honorary doctorate from Royal Institute of Technology (KTH), Stockholm.Professor Boyd is the author of many research articles and three books:Linear Controller Design: Limits of Performance (with Craig Barratt, 1991), Linear Matrix Inequalities in System and Control Theory (with L. El Ghaoui, E. Feron, and V. Balakrishnan, 1994), and Convex Optimization (with Lieven Vandenberghe, 2004). Professor Boyd has received many awards and honors for his research in control systems engineering and optimization, including an ONR Young Investigator Award, a Presidential Young Investigator Award, and an IBM faculty development award. In 1992 he received the AACC Donald P. Eckman Award, which is given annually for the greatest contribution to the field of control engineering by someone under the age of 35. In 1993 he was elected Distinguished Lecturer of the IEEE Control Systems Society, and in 1999, he was elected Fellow of the IEEE, with citation: "For contributions to the design and analysis of control systems using convex optimization based CAD tools." He has been invited to deliver more than 30 plenary and keynote lectures at major conferences in both control and optimization. In addition to teaching large graduate courses on Linear Dynamical Systems, Nonlinear Feedback Systems, and Convex Optimization, Professor Boyd has regularly taught introductory undergraduate Electrical Engineering courses on Circuits, Signals and Systems, Digital Signal Processing, and Automatic Control. In 1994 he received the Perrin Award for Outstanding Undergraduate Teaching in the School of Engineering, and in 1991, an ASSU Graduate Teaching Award. In 2003, he received the AACC Ragazzini Education award, for contributions to control education, with citation: "For excellence in classroom teaching, textbook and monograph preparation, and undergraduate and graduate mentoring of students in the area of systems, control,and optimization."

About the Lecture Series:
The "Simon Stevin Lecture Series on Optimization in Engineering" is set up in order to promote optimization in engineering. For this aim, every quarter of the year an outstanding international scholar is invited to report on latest progress in the development of optimization algorithms and their applications in engineering.
Simon Stevin (1548-1620) was a Flemish mathematician and engineer. Among other, he helped to advance the use of decimal fractions, was the first to explain the tides by the attraction of the moon, and discovered the hydrostatic paradox. He made numerous inventions, among them a wind propelled carriage with sails, the "land yacht", which once impressed Prince Maurice of Orange as it moved faster than horses, in around 1600 on the beach between Scheveningen and Petten. Simon Stevin was fond of promoting the use of science in daily life and in craftmanship, and translated various mathematical terms into dutch. Among other, he introduced the dutch word for mathematics, "wiskunde".

Directly after this spring's Simon Stevin Lecture, a little reception will be given at 12:00 noon in the salons of Arenberg Castle, to which all attendants of the lecture are most warmly welcome!

***** REGISTRATION ENCOURAGED *****
Please send an e-mail with the subject "STEVIN" to Ida.Tassens@esat.kuleuven.be if you intend to participate in the event. No obligation, just to help us getting an idea how many people plan to come.

This Stevin lecture is co-sponsored by ICCoS (Identification and Control of Complex Systems), a Scientific Research Network of the Research Foundation - Flanders (FWO-Vlaanderen).