Efficient Convex Optimization for Engineering Design

S. Boyd, L. Vandenberghe, M. Grant

Proceedings IFAC Symposium on Robust Control Design, Rio de Janeiro, Brazil, pages 14–23, September 1994.

  • Talk: XXX pdf file

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.