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SILO Tutorial: Miles Lubin

Event Details

When: October 19, 2016, 4:00 PM

Location: 3rd Floor Orchard View Room , Discovery Building

Contact: hstampfli@wisc.edu

Disciplined Convex Programming

Miles Lubin

Miles Lubin
Ph.D. Candidate, Operations Research
MIT

Disciplined Convex Programming (DCP) is an algebraic modeling concept proposed by Grant, Boyd, and Ye. DCP underlies the successful software package CVX and more recent implementations CVXPY and Convex.jl. In this tutorial, we will present DCP through theory and software, demonstrating its usefulness for anyone interested in modeling and solving nonlinear optimization problems. Although DCP was envisioned strictly for convex optimization, we will review very recent work by different researchers on how ideas based on DCP can help solve nonconvex problems.

Note: Attendees should bring their laptops if they want to gain hands-on experience.

The weekly SILO seminar series is made possible through the generous support of the 3M Company and its Advanced Technology Group