Convex optimization

Optimization methods: First order methods: basic gradient and extensions (accelerated, stochastic, subgradient, and projection).

Wednesday, May 28, 2014 - 11:00am - 12:30pm

Ben Recht (University of California, Berkeley)

Lyapunov equations and inequalities. Duality in convex optimization and systems theory. Linear matrix inequalities (LMIs). S-Procedure and applications (ellipsoid containment, etc.).

Wednesday, May 28, 2014 - 9:00am - 10:30am

Pablo Parrilo (Massachusetts Institute of Technology)

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