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Schedule, Notes/Handouts & Videos

Semidefinite Programming and Applications October 07, 2002 - October 11, 2002

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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