Efficient Convex Optimization For Engineering Design

Efficient Convex Optimization For Engineering Design (1994)

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by Stephen Boyd , Lieven Vandenberghe , Michael Grant

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Datum	Value	Source
TITLE	Efficient Convex Optimization For Engineering Design	user correction - Legacy Corrections
AUTHOR NAME	Stephen Boyd	SVM HeaderParse 0.1
AUTHOR NAME	Lieven Vandenberghe	SVM HeaderParse 0.1
AUTHOR AFFIL	z	SVM HeaderParse 0.2
AUTHOR NAME	Michael Grant	SVM HeaderParse 0.1
AUTHOR AFFIL	; y; y Information Systems Laboratory, Stanford University, Stanford; z Electrical Engineering Department, K.U. Leuven, Leuven	SVM HeaderParse 0.2
AUTHOR ADDR	; California; Belgium	SVM HeaderParse 0.1
ABSTRACT	. Many problems in engineering analysis and design can be cast as convex optimization problems, often nonlinear and nondifferentiable. We give a high-level description of recently developed interior-point methods for convex optimization, explain how problem structure can be exploited in these algorithms, and illustrate the general scheme with numerical experiments. To give a rough idea of the efficiencies obtained, we are able to solve convex optimization problems with over 1000 variables and 10000 constraints in around 10 minutes on a workstation. Keywords. Optimization, numerical methods, linear programming, optimal control, robust control, convex programming, interior-point methods, FIR filter design, conjugate gradients 1. INTRODUCTION Many problems in engineering analysis and design can be cast as convex optimization problems, i.e., min f 0 (x) s.t. f i (x) 0; i = 1; : : : ; L; where the functions f i are convex. It is widely known that such problems have desirable properties,...	user correction - Legacy Corrections
YEAR	1994	user correction - Legacy Corrections
CITATIONS	14 found	ParsCit 1.0