ORIE Colloquium on 9/20/2012 - Stephen Boyd: Convex Optimization: From Embedded Real-Time to Large-Scale Distributed

Stephen Boyd (Stanford University) - Convex Optimization: From Embedded Real-Time to Large-Scale Distributed Thursday, September 20, 2012 at 3:00pm Upson Hall, B17 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, that 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.