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Workshop

Semidefinite Programming and Applications October 07, 2002 - October 11, 2002
Registration Deadline: October 11, 2002 over 16 years ago
To apply for Funding you must register by: July 07, 2002 almost 17 years ago
Parent Program: --
Organizers Dimitris Bertsimas, Stephen Boyd, Laurent El Ghaoui (chair), and Bernd Sturmfels
Speaker(s)

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Description
Semidefinite programming refers to the problem of minimizing a linear objective subject to semidefiniteness constraints involving symmetric matrices that are affine in the decision variables. Such a model of computation has enjoyed tremendous interest recently, due to its ubiquity in many areas of science and engineering. This workshop will cover theory and algorithms of SDP and several application areas, including but not limited to: algebraic geometry, combinatorial optimization, control theory, machine learning and statistics, and finance and networks.
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Funding & Logistics Show All Collapse

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To apply for funding, you must register by the funding application deadline displayed above.

Students, recent Ph.D.'s, women, and members of underrepresented minorities are particularly encouraged to apply. Funding awards are typically made 6 weeks before the workshop begins. Requests received after the funding deadline are considered only if additional funds become available.

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MSRI does not hire an outside company to make hotel reservations for our workshop participants, or share the names and email addresses of our participants with an outside party. If you are contacted by a business that claims to represent MSRI and offers to book a hotel room for you, it is likely a scam. Please do not accept their services.

MSRI has preferred rates at the Hotel Shattuck Plaza, depending on room availability. Guests can call the hotel's main line at 510-845-7300 and ask for the MSRI- Mathematical Science Research Institute discount. To book online visit this page (the MSRI rate will automatically be applied).

MSRI has preferred rates at the Graduate Berkeley, depending on room availability. Reservations may be made by calling 510-845-8981. When making reservations, guests must request the MSRI preferred rate. Enter in the Promo Code MSRI123 (this code is not case sensitive).

MSRI has preferred rates at the Berkeley Lab Guest House, depending on room availability. Reservations may be made by calling 510-495-8000 or directly on their website. Select "Affiliated with the Space Sciences Lab, Lawrence Hall of Science or MSRI." When prompted for your UC Contact/Host, please list Chris Marshall (coord@msri.org).

MSRI has a preferred rates at Easton Hall and Gibbs Hall, depending on room availability. Guests can call the Reservations line at 510-204-0732 and ask for the MSRI- Mathematical Science Research Inst. rate. To book online visit this page, select "Request a Reservation" choose the dates you would like to stay and enter the code MSRI (this code is not case sensitive).

Additional lodging options may be found on our short term housing page.

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Schedule, Notes/Handouts & Videos
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Oct 07, 2002
Monday
09:00 AM - 09:15 AM
  Welcome and Introduction
Loa Nowina-Sapinski
09:15 AM - 10:15 AM
  Fastest mixing Markov chain on a graph
Stephen Boyd (Stanford University)
10:15 AM - 10:45 AM
  Morning Tea
10:45 AM - 11:45 AM
  The geometry of Nash equilibria
Bernd Sturmfels (University of California, Berkeley)
11:45 AM - 12:45 PM
  SDP relaxations for inference and estimation on graphical models
Martin Wainwright
12:45 PM - 02:00 PM
  Lunch
02:00 PM - 03:00 PM
  Robust portfolio selection problems
Garud Iyengar
03:00 PM - 03:30 PM
  Afternoon Tea
03:30 PM - 04:00 PM
  An application of complex semidefinite programming to approximation algorithms
David Williamson
Oct 08, 2002
Tuesday
09:00 AM - 10:00 AM
  Distinguishing separable and entangled states in quantum mechanics
Pablo Parrilo (Massachusetts Institute of Technology)
10:00 AM - 10:30 AM
  Morning Tea
10:30 AM - 11:30 AM
  The simplex method for conic programming
Donald Goldfarb
11:30 AM - 12:30 PM
  Bounds on linear PDEs via semidefinite optimization
Dimitris Bertsimas (Massachusetts Institute of Technology)
12:30 PM - 02:00 PM
  Lunch
02:00 PM - 03:00 PM
  Towards a conic bundle package for linear programming over symmetric cone
Christoph Helmberg
03:00 PM - 03:30 PM
  Afternoon Tea
03:30 PM - 04:30 PM
  Robust convex programming: Randomized solutions and confidence levels
Giuseppe Calafiore
04:30 PM - 05:30 PM
  Reception
Oct 09, 2002
Wednesday
09:00 AM - 10:00 AM
  Robust optimization in classification problems
Laurent El Ghaoui (University of California, Berkeley)
10:00 AM - 10:30 AM
  Morning Tea
10:30 AM - 11:30 AM
  The Q Method for the second order cone programming problem
Farid Alizadeh
11:30 AM - 12:30 PM
  Distance weighted discrimination
Michael Todd
12:30 PM - 01:30 PM
  Lunch
01:30 PM - 02:30 PM
  Generalized Chebyshev inequalities and semidefinite programming
Lieven Vandenberghe
02:30 PM - 03:20 PM
  Optimization of matrix stability
Michael Overton (Florida State University)
03:20 PM - 03:50 PM
  Afternoon Tea
04:00 PM - 05:00 PM
  Robust discrete optimization and its applications (EECS Dept. Distinguished Lecturer Series, 306 Soda Hall, UC Berkeley)
Dimitris Bertsimas (Massachusetts Institute of Technology)
Oct 10, 2002
Thursday
09:00 AM - 10:00 AM
  Semidefinite relaxations for 0/1 polytopes
Monique Laurent
10:00 AM - 10:30 AM
  Morning Tea
10:30 AM - 11:30 AM
  Some applications of moments and semidefinite programming
Jean Lasserre
11:30 AM - 12:30 PM
  Extensions of S-procedure and their applications `
Zhi-Quan (Tom) Luo
12:30 PM - 01:30 PM
  Lunch
01:30 PM - 02:30 PM
  Symmetry groups, semidefinite programs, and sums of squares
Pablo Parrilo (Massachusetts Institute of Technology)
02:30 PM - 03:20 PM
  Quadratic optimization subject to a fixed number of quadratic constraints is polynomial-time
Dimitrii Pasechnik
03:20 PM - 03:50 PM
  Afternoon Tea
04:00 PM - 05:00 PM
  Semidefinite programming and applications (Math Dept. Colloquium, 60 Evans Hall, UC Berkeley)
Stephen Boyd (Stanford University)
Oct 11, 2002
Friday
09:00 AM - 10:00 AM
  Variational properties of the spectral abscissa for symmetric versus nonsymmetric matrices: A comparison
Adrian Lewis
10:00 AM - 10:30 AM
  Morning Tea
10:30 AM - 11:30 AM
  Relaxations of quadratic programs in operator theory and system analysis
Alexandre Megretski
11:30 AM - 12:30 PM
  Approximate the 2-catalog segmentation problem using semidefinite programming relaxations
Yinyu Ye