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Robust Optimization and Applications in Machine Learning

Robust Optimization and Applications in Machine Learning

Robust Optimization and Applications in Machine Learning. Laurent El Ghaoui SAC Capital and UC Berkeley elghaoui@eecs.berkeley.edu IMS Tutorial, N.U. Singapore, January 9, 2006. Thanks. Outline. Part 1: Overview of robust optimization. Optimization models. Pitfalls.

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830 views • 32 slides
Robust Semidefinite Programming and Its Application to Sampled-Data Control

Robust Semidefinite Programming and Its Application to Sampled-Data Control

Workshop on Uncertain Dynamical Systems. Robust Semidefinite Programming and Its Application to Sampled-Data Control. Yasuaki Oishi (Nanzan University) Udine, Italy August 26, 2011. * Joint work with Teodoro Alamo. 1. Introduction. Robust semidefinite programming problems.

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357 views • 18 slides
Robust Semidefinite Programming and Its Application to Sampled-Data Control

Robust Semidefinite Programming and Its Application to Sampled-Data Control

Workshop on Uncertain Dynamical Systems. Robust Semidefinite Programming and Its Application to Sampled-Data Control. Yasuaki Oishi (Nanzan University) Udine, Italy August 26, 2011. * Joint work with Teodoro Alamo. 1. Introduction. Robust semidefinite programming problems.

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274 views • 18 slides
Robust Semidefinite Programming and Its Application to Sampled-Data Control

Robust Semidefinite Programming and Its Application to Sampled-Data Control

Workshop on Uncertain Dynamical Systems. Robust Semidefinite Programming and Its Application to Sampled-Data Control. Yasuaki Oishi (Nanzan University) Udine, Italy August 26, 2011. * Joint work with Teodoro Alamo. 1. Introduction. Robust semidefinite programming problems.

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185 views • 18 slides

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