Professor of Electrical Engineering
Division of Electrical Engineering/EECS
elghaoui@eecs.berkeley.edu
(510) 643-8351

Research Expertise and Interest

decision-making under uncertainty, convex optimization, robust solutions, semidefinite programming, exhaustive simulation

Description

I am interested in decision-making under uncertainty, with applications ranging from microelectromechanical systems (MEMS) design, wireless communications, to finance. I am developing theory and approximation algorithms, based on convex optimization, to compute so-called robust solutions to decision problems involving uncertainty. The main tool used here is a recent technique for nonlinear, convex optimization called semidefinite programming. One of the applications of this technique is exhaustive simulation and identification for dynamical systems involving uncertain (unknown-but-bounded) parametric uncertainty.

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