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We study convex optimization problems for which the data is not specified exactly and it is only known to belong to a given uncertainty set U, yet the constraints must hold for all possible values of the data from U. The ensuing optimization problem is called robust optimization. In this paper we

by solving a simple convex optimization program. This program finds the matrix with minimum nuclear norm that fits the data. The condition above assumes that the rank is not too large. However, if one replaces the 1.2 exponent with 1.25, then the result holds for all values of the rank. Similar results hold

accurate posynomial models for MOS transistor parameters, which is the first step of the decomposition. The new algorithm can generate posynomial models with variable number of terms and real-valued exponents. The algorithm is a hybrid of a genetic algorithm and a convex optimization technique. We study

This chapter aims to supplement the book Convex Optimization Theory, Athena Scientific, 2009 with material on convex optimization algorithms.

... are more than welcome, at any time! Slides will be available on the web:

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Mathematical Programming deals with optimization programs of the form and includes the following general areas: minimize f(x) subject to gi(x) ≤ 0, i = 1,..., m, [x ⊂ R n] 1. Modelling: methodologies for posing various applied problems as optimization programs; 2. Optimization Theory, focusing

Abstract — In recent years, convex optimization has become a computational tool of central importance in engineering, thanks to it’s ability to solve very large, practical engineering problems reliably and efficiently. The goal of this tutorial is to give an overview of the basic concepts of convex