Workshop on Numerical Linear Algebra and Optimization

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In recent years, optimization problems involving eigenvalues have received a lot of attention. One well-studied class of convex problems is semidefinite programming, which has nonnegativity constraints placed on eigenvalues. Additionally, many important nonconvex problems involve constraints on the eigenvalues of nonsymmetric matrices, or their generalization, namely pseudospectra. These problems possess intrinsic similarities, yet they are studied by different communities. The workshop aims to bring these communities together, as well as to share modern applications of these problems in fields such as machine learning and control. Effective use of large-scale numerical linear algebra tools will also be a theme of the workshop. Michael Overton is well-known for his seminal work in optimization and numerical linear algebra, and the selected topics are representative of his research interests. The meeting will represent an opportunity to recognize his many contributions, on the happy occasion of his 60th birthday.
Speaker Title Type
James Burke PLQ Modeling and Optimization Thu, Aug 8, 2013 Lecture Notes
Julia Eaton Variational properties of polynomial root... Thu, Aug 8, 2013 Lecture Notes
Sarah Grundel H2 optimal model order reduction for... Thu, Aug 8, 2013 Lecture Notes
Nicola Gugliemi Differential equations for the approximation... Thu, Aug 8, 2013 Lecture Notes
Franz Rendl Relaxations for some NP-hard problems based... Thu, Aug 8, 2013 Lecture Notes
Steve Vavasis Convex Optimization for Finding Influential... Thu, Aug 8, 2013 Lecture Notes
Charles Van Loan The Higher Order Generalized Singular Value... Thu, Aug 8, 2013 Lecture Notes
James Demmel Communication-­ Avoiding Algorithms for... Thu, Aug 8, 2013 Lecture Notes
Nick Trefethen Eigenvalue avoided crossings Thu, Aug 8, 2013 Lecture Notes
Paul Van Dooren On solving indefinite least squares problems... Thu, Aug 8, 2013 Lecture Notes
Michael Saunders Solving linear systems by orthogonal... Thu, Aug 8, 2013 Lecture Notes
Henry Wolkowicz Taking Advantage of Degeneracy in Cone... Thu, Aug 8, 2013 Lecture Notes
Workshop on Numerical Linear Algebra and... Thu, Aug 8, 2013 Photo Gallery