Workshop on Numerical Linear Algebra and Optimization

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.

Associated Mathtube Content

Title Speaker Date Type
PLQ Modeling and Optimization James Burke Aug 8 (All day) Lecture Notes
Communication-­ Avoiding Algorithms for... James Demmel Aug 8 (All day) Lecture Notes
On solving indefinite least squares problems... Paul Van Dooren Aug 8 (All day) Lecture Notes
Variational properties of polynomial root... Julia Eaton Aug 8 (All day) Lecture Notes
H2 optimal model order reduction for... Sarah Grundel Aug 8 (All day) Lecture Notes
Differential equations for the approximation... Nicola Gugliemi Aug 8 (All day) Lecture Notes
The Higher Order Generalized Singular Value... Charles Van Loan Aug 8 (All day) Lecture Notes
Relaxations for some NP-hard problems based... Franz Rendl Aug 8 (All day) Lecture Notes
Solving linear systems by orthogonal... Michael Saunders Aug 8 (All day) Lecture Notes
Eigenvalue avoided crossings Nick Trefethen 12am, Aug 8 Lecture Notes
Convex Optimization for Finding Influential... Steve Vavasis Aug 8 (All day) Lecture Notes
Taking Advantage of Degeneracy in Cone... Henry Wolkowicz 01pm, Aug 8 Lecture Notes
Workshop on Numerical Linear Algebra and... Aug 8 (All day) Photo Gallery