Main navigation  Main content
Organizers:
Laurent
El Ghaoui
EECS Department
University of California at Berkeley
elghaoui@eecs.berkeley.edu
Michel
X. Goemans
Massachusetts Institute of Technology
goemans@math.mit.edu
http://wwwmath.mit.edu/~goemans
Donald
Goldfarb
IEOR Department
Columbia University
gold@ieor.columbia.edu
Michael L. Overton
Courant Institute of Mathematical Sciences
New York University
overton@cs.nyu.edu
Michael
J. Todd
School of Operations Research
Cornell University
miketodd@cs.cornell.edu
or miketodd@orie.cornell.edu
Semidefinite programming (SDP) problems are linear optimization problems over the cone of positive semidefinite symmetric matrices. SDP includes as special cases linear programming, quadratic programming, quadratically constrained quadratic programming and secondorder cone programming, and is itself a special case of convex optimization. SDPs arise in many applications, including robust control (where the well known abbreviation LMI: (linear matrix inequalities) describes the constraints of an SDP) and relaxations of hard combinatorial optimization problems (as used in the celebrated .878 approximation method for the maxcut problem). The last decade has seen dramatic advances in the theory and practice of semidefinite programming, stimulated in part by the realization that interior point methods can be applied very effectively to this class of convex optimization problems. Challenges for SDP in the coming years include the solution of large scale problems arising in a variety of applications and the extension of SDP methodology to broader problem classes. These extensions include symmetric cones and their relation to Jordan algebras, as well as bilinear matrix inequalities.
Robust optimization problems arise when a problem's data are known only within certain bounds. The goal is to find a solution which is feasible and acceptably close to optimal for all such data. Robustness is a well studied concept in control, but is also important in many other applications such as engineering design and finance. SDP and secondorder cone programming play an important role in modeling a variety of robust optimization problems.
The workshop will bring together those interested in theory, algorithm development, and applications. There will be invited and contributed talks, and panels to discuss progress in the field.
Saturday  Monday  Tuesday  Wednesday 
WEDNESDAY,
MARCH 12 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 


8:30 am  Coffee and Registration 
Reception Room EE/CS 3176 

9:15 am  Douglas N. Arnold, Scot Adams, and Organizers  Welcome and Introduction  
9:30 am  James
Renegar Cornell University 
Hyperbolic Polynomials, Riemannian Geometry and Optimization 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Osman
Güler University of Maryland, Baltimore County 
Interior Point Methods on Homogeneous Cones Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Arkadi
Nemirovski TechnionIsrael Institute of Technology 
Matrix Cube Theorems and Tight Tractable Approximations of SemiInfinite LMIs 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
3:00 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
3:30 pm 
IMA
Tea and more (with POSTER SESSION)


THURSDAY,
MARCH
13 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Aharon
BenTal TechnionIsrael Institute of Technology 
The Adjustable Robust Counterpart (ARC) Approach to Uncertain Linear Programs  
10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Garud
Iyengar Columbia University 
Robust Quadratically Constrained Quadratic Programs Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Lieven
Vandenberghe Electrical Engineering, UCLA 
Efficient Implementation of InteriorPoint Methods for SDPs Arising in Control and Signal Processing Slides: pdf 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
3:00 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
FRIDAY,
MARCH
14 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Renato
D.C. Monteiro Georgia Tech 
A
New IterationComplexity Bound for the MTY PredictorCorrector
Algorithm 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Katya
Scheinberg IBM T.J. Watson Research Center 
A New Property of the Cholesky Factorization of the Matrices Arising in Interior Point Methods Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Jos
F. Sturm Tilburg University, The Netherlands 
An Interior Point Method with Column Aggregation and Selection Slides: pdf 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  PANEL:
Applications
of Conic Programming to Robust Optimization and Other Domains Moderator: Michel X. Goemans (Massachusetts Institute of Technology) Panelists: Takashi Tsuchiya (The Institute of Statistical Mathematics) Venkataramanan Balakrishnan (Purdue University) Leonid Faybusovich (University of Notre Dame) Reha H. Tutuncu (Carnegie Mellon University) Etienne de Klerk (Delft University of Technology) David Williamson (IBM Almaden Research Center) 

3:30 pm  Coffee Break  Reception Room EE/CS 3176  
3:40 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
SATURDAY,
MARCH
15 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Masakazu
Kojima Tokyo Institute of Technology 
A General Framework for Convex Relaxation of Polynomial Optimization Problems over Cones Slides: pdf 

10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Adrian
Lewis Simon Fraser University, Canada 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Levent
Tuncel University of Waterloo 
Theoretical Efficiency of LiftandProject Methods for Combinatorial Optimization Slides: html 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
3:00 pm 
SECOND
CHANCES,
i.e., speakers of the day respond to further questions,
suggestions, reframe their main points, look toward future
directions.


MONDAY,
MARCH
17 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Pablo
A. Parrilo Swiss Federal Institute of Technology (ETH Zurich) 
Decomposing the Algebra Associated to an SDP  
10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  Jean
B. Lasserre LAASCNRS, Toulouse, France 
Some Applications of Semidefinite Programming in Probability and Algebra Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Martin
Wainwright Electrical Engineering and CS, UC Berkeley 
Semidefinite Relaxations for Approximate Inference and Counting Problems 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  Laurent
El Ghaoui UC Berkeley 
Case Studies in Robust Optimization Slides: pdf 

3:30 pm 


3:40 pm  Coffee Break  Reception Room EE/CS 3176  
3:50 pm 
SECOND
CHANCES,
i.e., speakers of the day respond to further questions,
suggestions, reframe their main points, look toward future
directions.


TUESDAY,
MARCH
18 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:30 am  Dimitris
Bertsimas Sloan Management (MIT) 
Robust Discrete and Dynamic Optimization  
10:20 am 


10:30 am  Coffee Break  Reception Room EE/CS 3176  
11:00 am  ZhiQuan
(Tom) Luo McMaster University 
Optimal Transceiver Design for Multiuser Communication Slides: pdf 

11:50 am 


12:00 pm 
Lunch
Break


1:30 pm  Javier
Pena Carnegie Mellon University 

2:20 pm 


2:30 pm  Coffee Break  Reception Room EE/CS 3176  
2:40 pm  PANEL:
Algorithmic
and Implementational Issues in Conic Programming Moderator: Michael Overton (New York University) Panelists: Erling D. Andersen (MOSEK) Samuel Burer (The University of Iowa) Tamas Terlaky (McMaster University) Kim Chuan Toh (National University of Singapore) Henry Wolkowicz (University of Waterloo) 

3:30 pm  Coffee Break  Reception Room EE/CS 3176  
3:40 pm  SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, reframe their main points, look toward future directions.  
6:00 pm  Workshop Dinner  Bangkok
Thai Restaurant
in Dinkytown 425 13th Avenue Southeast Minneapolis Phone 6123316830 

WEDNESDAY,
MARCH 19 All talks are in Lecture Hall EE/CS 3180 unless otherwise noted. NOTE THE ABBREVIATED SCHEDULE FOR TODAY; FIRST TALK AT 9:10 AM 

9:00 am  Coffee  Reception Room EE/CS 3176  
9:10 am  Yurii
Nesterov Universite Catholique de Louvain 

10:00 am 


10:10 am  Coffee Break  Reception Room EE/CS 3176  
10:20 am  Franz
Rendl
Institute of Mathematics, University of Klagenfurt, Austria 
Semidefinite Programming and the Bundle Method  
11:10 am 


11:20 am  Coffee Break  Reception Room EE/CS 3176  
11:30 am  Yinyu
Ye Stanford University 
Semidefinite Programming for Approximation Slides: pdf 

12:20 pm 


12:30 pm  Coffee Break  Reception Room EE/CS 3176  
12:40 pm 

Saturday  Monday  Tuesday  Wednesday 
Name  Department  Affiliation 

Scot Adams  IMA  University of Minnesota 
Montaz Ali  Computational And Applied Mathematics  Witwatersrand University 
Farid Alizadeh  RUTCOR  Rutgers University 
Erling D. Andersen  EKA Consulting Aps  MOSEK 
Douglas N. Arnold  IMA  University of Minnesota 
Donald Aronson  IMA  University of Minnesota 
Venkataramanan Balakrishnan  Electrical and Computer Engineering  Purdue University 
Aharon BenTal  Industrial Engineering and Management  Technion 
Steven J. Benson  Mathematics and Computer Science  Argonne National Laboratory 
Dimitris Bertsimas  Sloan Management  MIT 
Brian Borchers  Mathematics  New Mexico Tech 
Olga Brezhneva  Institute for Mathematics and its Applications  University of Minnesota 
Samuel Burer  Management Sciences  The University of Iowa 
James Burke  Mathematics  University of Washington 
Jamylle Carter  Mathematics  University of Minnesota 
Check Beng Chua  Operations Research & Industrial Eng.  Cornell University 
Collette Coullard  Industrial Eng. & Mgmt. Sciences  Northwestern University 
Etienne de Klerk  Information, Systems and Algorithms  Delft University of Technology 
John Dennis, Jr.  LTV  Rice University 
Moritz Diehl  Interdisciplinary Center for Scientific Computing  University of Heidelberg 
Gregory S. Duane  University of Minnesota  Institute for Mathematics and its Applications 
Laurent El Ghaoui  EECS  University of California at Berkeley 
Marina A. Epelman  Industrial and Operations Engineering  University of Michigan 
Grant Erdmann  Mathematics  University of Minnesota 
Lisa Evans  IMA  University of Minnesota 
Leonid Faybusovich  Mathematics  University of Notre Dame 
Robert Fourer  Industrial Engineering & Management Scien  Northwestern University 
Robert M. Freund  Sloan Management  MIT 
Mituhiro Fukuda  Mathematics  New York University 
Ashwin Ganesan  Electrical Engineering & Computer Science  University of California at Berkeley 
Sonja Glavaski  Honeywell Laboratories  Honeywell 
Michel Goemans  Mathematics  MIT 
JeanLouis Goffin  Faculty of Management  McGill University 
Donald Goldfarb  Industrial Engineering and Oper Res  Columbia University 
Balaji Gopalakrishnan  Institute for Mathematics and its Application  University of Minnesota 
Osman Guler  Mathematics & Statistics  University of Maryland, Baltimore County 
Anders Hansson  Electrical Engineering  Linkoping University 
Raphael Hauser  Computing Laboratory  University of Oxford 
Didier Henrion  MAC  LAASCNRS 
Garud Iyengar  IEOR  Columbia University 
Florian Jarre  Mathematisches Institut  Universitat of Dusseldorf 
Lili Ju  Minneapolis VA Medical Center  
Herve Kerivin  IMA  University of Minnesota 
Michal Kocvara  Institute of Applied Mathematics  University of ErlangenNuremberg 
Masakazu Kojima  Mathematical & Computing Sciences  Tokyo Institute of Technology 
Vera Kovacevicvujcic  Fac. Organizational Sciences  University of Belgrade 
Gert Lanckriet  Electrical Engineering & Computer Science  University of California at Berekley 
Jean B. Lasserrre  LAASCNRS  
Bruce Legan  Mathematics  University of St. Thomas 
Friedemann Leibfritz  Mathematics  University of Trier 
Adrian Lewis  Mathematics  Simon Fraser University 
ZhiQuan Luo  Electrical and Computer Engineering  McMaster University 
Renato Monteiro  Industrial & Systems Engineering  Georgia Institute of Technology 
Francesco Montrone  Corporate Technology  Siemens 
Thanasak Mouktonglang  Mathematics  University of Notre Dame 
Madhu Nayakkankuppam  Mathematics & Statistics  University of Maryland, Baltimore County 
Arkadii S. Nemirovskii  Industrial Engineering and Management  Technion University 
Yurii Nesterov  CORE  Universite Catholique de Louvain 
Peh Ng  IMA  University of Minnesota 
Arnab Nilim  Electrical Engineering & Computer Science  University of California at Berkeley 
Jerome W. O'Neal  Industrial and Systems Engineering  Georgia Institute of Technology 
Fernando Ordonez  Industrial & Systems Engineering  University of Southern California 
Michael L. Overton  Courant Institute of Mathematical Sciences  
Pablo A. Parrilo  Automatic Control Laboratory  Swiss Federal Institute of Technology 
Dimitri Peaucelle  Methods and Algorithms in Control  LAASCNRS 
Javier Pena  Graduate Industrial Administration  Carnegie Mellon University 
Florian A. Potra  Mathematics & Statistics  University of Maryland, Baltimore County 
Bharath Rangarajan  ORIE  Cornell University 
Franz Rendl  Institut fur Mathematik  University of Klagenfurt 
James Renegar  Operations Research  Cornell University 
Kees Roos  Statistics, Probability and Oper Research  Delft University of TechnologyCWI 
Fadil Santosa  IMA  University of Minnesota 
Katya Scheinberg  IBM T.J. Watson Research Center  
Stefan Schmieta  Axioma, Inc.  
M. Nuri Sendil  Industrial Eng. & Mgmt. Sciences  Northwestern University 
Sashirekha Shanmugavelu  Computer Engineering  University of Minnesota 
Tamon Stephen  IMA  University of Minnesota 
Jos F. Sturm  Econometrics  Tilburg University 
Dharmashankar Subramanian  ACS  Honeywell Labs 
Tamas Terlaky  Computing and Software  McMaster University 
Michael Todd  Operations Research and Industrial Engin  Cornell University 
KimChuan Toh  Mathematics  National University of Singapore 
Paul Tseng  Mathematics  University of Washington 
Takashi Tsuchiya  Statistical Computing  The Institute of Statistical Mathematics 
Levent Tuncel  Combinatorics & Optimization  University of Waterloo 
Reha H. Tutuncu  Mathematical Sciences  Carnegie Mellon University 
Lieven Vandenberghe  Electrical Engineering  University of California, Los Angeles 
Jorge R. Vera  Dept. de Ingenieria Industrial y Sistemas  Pontificia Universidad Catolica de Chile 
Luis Nunes Vicente  Departamento de Matemática  Universidade de Coimbra 
Martin Wainwright  Electrical Engineering and Computer Science  University of California at Berkeley 
Jing Wang  Institute for Mathematics and its Application  University of Minnesota 
David Williamson  IBM Almaden Research Center  
Henry Wolkowicz  Combinatorics & Optimization  University of Waterloo 
Yinyu Ye  Management Science & Engineering  Stanford University 
Emre Alper Yildirim  Applied Mathematics & Statistics  SUNY at Stonybrook 
Shuzhong Zhang  Systems Eng. & Eng. Management  Chinese University of Hong Kon 
Yin Zhang  Computational and Applied Mathematics  Rice University 
Yuriy Zinchenko  ORIE  Cornell University 
Luis F. Zuluaga  GSIA  Carnegie Mellon University 