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Algorithms for SDP. Interior-point, bundle, and first order methods.
Presenter
- Ben Recht
May 30, 2014
IMA
System analysis via integral quadratic constraints (IQCs). Sector and Popov IQCs. Analysis of optimization methods.
Presenter
- Pablo Parrilo
May 30, 2014
IMA
Stability Analysis with Dissipation Inequalities and Integral Quadratic Constraints
Presenter
- Peter Seiler
May 30, 2014
IMA
Polynomials and sum of squares (SOS). Nonconvex quadratic optimization and semidefinite relaxations. Generalizations via SOS.
Presenter
- Ben Recht
May 29, 2014
IMA
Finding Lyapunov functions via convex optimization. Frequency domain descriptions. Kalman-Yakubovich-Popov lemma, Lyapunov proof of gradient methods.
Presenter
- Pablo Parrilo
May 29, 2014
IMA
Interior-Point and Augmented Lagrangian Algorithms for Optimization and Control
Presenter
- Stephen Wright
May 29, 2014
IMA
Optimization methods: First order methods: basic gradient and extensions (accelerated, stochastic, subgradient, and projection).
Presenter
- Ben Recht
May 28, 2014
IMA
Optimality, Duality, and Complementarity for Constrained Optimization
Presenter
- Stephen Wright
May 28, 2014
IMA
Introduction to optimization. Quadratic forms. Gradient, Hessian. Convex sets and convex functions. Least squares.
Presenter
- Ben Recht
May 27, 2014
IMA
Introduction to dynamical systems. Linear dynamics, stability, Lyapunov functions, eigenvalue conditions.
Presenter
- Pablo Parrilo
May 27, 2014
IMA