11th Simon Stevin Lecture on Optimization in Engineering
"Convex techniques for sparse and low-order model selection"
Lieven Vandenberghe (UCLA)
http://www.ee.ucla.edu/~vandenbe/
SlidesAbstract
Optimization problems that involve minimizing the number of nonzeros of a vector, or the rank of a matrix, are common in many fields, including signal and image processing, computer vision, statistics, system identification, and machine learning. In general, these problems are very difficult to solve exactly. Simple convex heuristics, based on replacing the objective with the 1-norm or the nuclear (sum of singular values) have recently attracted wide interest. This interest is motivated by theoretical results that explain the effectiveness of the heuristics, and by the development of new algorithms for very large-scale instances of the resulting convex optimization problems. The first part of the talk will be an overview of some recent developments in this area. In the second part two applications will be discussed in more detail: topology selection in graphical models of time series, and nuclear norm optimization in system identification.
Biographical Information:
Lieven Vandenberghe is Professor in the Electrical Engineering Department at the University of California, Los Angeles (UCLA). He received the electrical engineering degree and a doctorate in applied sciences from the Katholieke Universiteit Leuven (K.U. Leuven), Belgium, in 1987 and 1992, respectively. He joined UCLA in 1997, following postdoctoral appointments at K.U. Leuven and Stanford University, and has held visiting professor positions at K.U. Leuven and the Technical University of Denmark. He is coauthor, with Stephen Boyd, of the book Convex Optimization (2004), and editor, with Henry Wolkowicz and Romesh Saigal, of the Handbook of Semidefinite Programming (2000). He was a recipient of the IEEE Guillemin-Cauer Award in 1990, the Robert Stock Award for Exact and Biomedical Sciences at K.U. Leuven in 1993, a National Science Foundation CAREER Award in 1998, and the TRW Excellence in Teaching Award of the Henry Samueli School of Engineering and Applied Science at UCLA in 2002.
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 summer's Simon Stevin Lecture, a little reception will be given at 18:00 in the entrance hall of Computer Science, to which all attendants of the lecture are most warmly welcome!
***** REGISTRATION ENCOURAGED *****
Please send an e-mail with the subject "STEVIN" to optec.secretariaat@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).
