报告题目: Convex Optimization: From embedded real-time to large-scale distributed
报告人: Stephen Boyd 教授, Stanford University
时间及地点: 2012 年 7 月 19 日下午 4：00-5：30，清华大学理科楼数学系 A304
摘要：Convex optimization has emerged as useful tool for applications that include data analysis
and model fitting, resource allocation, engineering design, network design and optimization,
finance, and control and signal processing. After an overview, the talk will focus on two extremes:
real-time embedded convex optimization, and distributed convex optimization. Code generation
can be used to generate extremely efficient and reliable solvers for small problems, which can
execute in milliseconds or microseconds, and are ideal for embedding in real-time systems. At the
other extreme, we describe methods for large-scale distributed optimization, which coordinate
many solvers to solve enormous problems.
报告人简介：Stephen P. Boyd is the Samsung Professor of Engineering, and Professor of
Electrical Engineering in the Information Systems Laboratory at Stanford University. He also has
a courtesy appointment in the Department of Management Science and Engineering, and is
member of the Institute for Computational and Mathematical Engineering. His current research
focus is on convex optimization applications in control, signal processing, and circuit design. He
is the author of many papers and three books: Linear Controller Design: Limits of Performance,
Linear Matrix Inequalities in System and Control Theory, and Convex Optimization. His group
has produced several open source tools, including CVX, a widely used parser-solver for convex
optimization.
组织单位：中国运筹学会数学规划分会、清华大学数学科学系。
联系人：邢文训， 62787945.