CRCD Program: Convex Optimization for Engineering Analysis and Design

S. Boyd and L. Vandenberghe

Proceedings of the American Control Conference, pages 1069-1071, June 1995.

The focus of this NSF-supported combined research and curriculum development (CRCD) project is convex optimization applied to engineering analysis and design. The basic idea is that many analysis and design problems arising in engineering can be cast, or recast, in the form of a convex optimization problem, i.e., minimizing a convex objective of some decision variable subject to some convex constraints on the variable. Although such problems can appear difficult-they may have hundreds of variables and a nonlinear, nondifferentiable objective function-they can in fact be solved (numerically) very efficiently by recently developed interior-point methods that exploit convexity and the particular problem structure. Thus, the original engineering problem is effectively solved.